If you have an account at Ebay, then you should change the password. Apparently, Ebay data was compromised recently.
On my first attempt to change password, I got a “page unavailable”. I was able to change it an hour later. Other people are also reporting problems. Possibly, there is more traffic than the site can handle (for password changing), so you might not succeed on the first try.
If you use the same password for paypal as for Ebay, then you should also change the paypal password. If they are not the same, then your paypal credentials should be safe. The reports indicate that paypal data was not compromised.
Ebay does send an email message to your registered email address, when the password is changed. This is protection against the hackers trying to change your password. If you receive such email,, but did not change your password, then you should report that problem.