Hi Shelz013 - You were right in not "logging in", as it was almost certainly a fake login page and would have given your login info to the scammers, resulting in an account hijack.
Member_8880 is correct in stating that ebay's message system cannot be trusted, as it is also used for fake emails. Bottom line: never click on a suspect email link, and if you do, do not "log in" or otherwise give personal information.