Word of warning, looking at the email address is no sure way to be sure where it came from. While it is a good indicator (and I agree to delete anything like @security-paypal etc), its quite easily send an email looking like its from any email address you like, so dont assume that one from @paypal.com is legit. Paypal/eBay/your bank will never send emails to you asking you to click a link and give over information. They may ask you to login but wont supply the address so you have to type it yourself so you know its going to the website you want - in this case always use www.paypal.com
The best thing to do in these instances, where they tell you to click a link is goto the actual site (type it in yourself) as this will always be safe. Links and email addresses can be hidden within what looks like the link, but if you type the address yourself, you will goto the right place. If its that important they will leave you a message when you login to the legit site