Hover over the link and see where it takes you... most will take you to a site that looks like the authentic site unless you look closely...

Also look at the email address it is from... same deal.

Another thing I usually do is go and log onto my Paypal/Ebay account, as they store letters they send to you in their, in an 'inbox' so there should be a copy. If not, let Ebay/Paypal (whoever they are impersonating) know. There is usually a report section on the authentic website.