If you receive one of these notices and did not sign up for an account then your next step should be to go the ebay site and request a password reset. DO NOT CLICK ON ANY OF THE LINKS FROM THE NOTIFICATION EMAIL. Instead go to ebay.com and select My ebay-->Click on the forgot password link-->enter in the email address you received the notification from. Once you get the password reset email click on that link and reset the password. With your new password login, make sure there has been no activity on the account such as bidding,check to see what information has been placed in the address part and check to ensure there are no other email addresses attached to the account. After you have made sure the account has not been used, click on the My account tab and then click on the close my account link located on the right hand side of the screen. When asked why you want to close the account select identity theft concern and then proceed to confirm to close the account. It will take seven days but at least during that seven day period no bids or items can be placed up for sale under the fake account. It would be a good idea to monitor the account until the those seven days are up, by logging in using the new password you used during the reset.
By going to the eBay site and requesting a password reset you are taking control of the account. This is what I had to do when I got the notice and I had not signed up for an eBay account. I now have to wait seven days for the account to close. But in the mean time I had a little bit of fun by changing the user name: