Need a little help.

Hi, just asking for a little help here, I bought an item from Texas, and it was supposed to be shipped to me in Chicago, however after about a day of the item sitting in the post office in Texas I get a notification saying that the item has been delivered, and I see that someone has picked it up from the post office, it couldn't have been me because I'm still on Chicago, Ebay wants for me to wait a day to report it, but I would like to take action now, what can I do?