Couriers in particular often ask for the recipients phone number, in theory so they can make contact rather than have a failed delivery.
The seller can get your phone number from eBay, and you would get his at the same time. But that seems like a waste of time.
If you are really paranoid about it, give your work number, or the number of your cousin that you don't like instead.
But it is not a common request, mostly because smart Canadian buyers don't allow their sellers to ship by courier across the border. If you think the GSP is expensive, find the 5000 post anti-UPS thread!).
What nefarious deeds do you think he will do with it?
Pay, give your number, get your item. Don't expect it until the New Year.