Whether you bought from a business or a private seller, contact them and let them know the goods haven't arrived.

If the seller confirms the goods have been sent, then the action you take next depends on whether you bought from a business or a private seller and who made the arrangements for delivery.

Did the seller include delivery as part of the deal or was this arranged separately? If you're buying from a business and delivery is included, then the business is responsible for the goods until you get them, so any problems with the delivery rest with the seller. 

If you bought from a private seller then the position depends on what you specifically agreed in terms of delivery.

If the seller arranged delivery, you may need to get them to take the matter up with the delivery company.

But if you made the arrangements - as long as the seller handed the goods to the courier - then you'd need to take the issue up with the delivery company as the seller would've kept their side of the bargain.

If the seller is responsible, then decide whether you want your money back, or if it's possible, ask for a replacement item to be sent to you.

If the seller refuses to do anything, then you could lodge a dispute under the eBay Money Back Guarantee policy.

If the delivery company has lost the goods and you bought from a private seller, ask the seller to resolve this directly with the company.

If you arranged delivery then you would need to take the issue up with the company yourself.