It's been said and I can't repeat it enough: delivery confirmation. I'll add two though, a copy of your receipt, and a picture of the box with shipping labels attached. Some people on eBay really do want to screw you over just to save a few dollars. And if you ship internationally: INSURANCE and CERTIFICATE OF MAILING. Charge extra so you can cover it, because you're going to need it.
Second of all, move your money as quickly as you can, don't keep it in paypal: paypal holds your money for 6 months if you lose your account or you become restricted or suspended. The second you can move the money to a bank account, DO IT. Paypal has been known to STEAL people's money when closing down an account, and eBay/paypal sometimes closes accounts for NO REASON WHATSOEVER.
Watch out for scams, lots of people buy an item and never pay, then file an item not received dispute, saying they paid by money order. KEEP EVERY SINGLE EMAIL YOU GET, take screen shots if you have to, always have proof to back up what you're saying.
Other than that, it's pretty easy and you can make a lot of money, when I was on eBay I could make $1000 in 4 days easy, just off clearanced merchandise. I miss those days.
Second note: people here suggest the electronic shipping, I'll be the first to say it's not very reliable. For one thing, you can't first class ship. Now, here's the thing, people like their items quick. With small items like CD's and games, first class mail is 50% cheaper, and gets there just as fast if not faster, and what's wonderful, 9/10 buyers will not tell the difference, they are just happy to get a delivery confirmation number and their game in 2 days. What does this mean? Profit. You charge $4.50 to ship a game with delivery confirmation 2-5 day mailing, you send it first class with DC, they get it in 2-4 days and are able to track it, it only cost you $2.50 at the most: every dollar counts. And at least in my experience, the mail treats me pretty bad when I take things with electronic shipping, they don't want to help AT ALL, they don't even want to give me priority mail tape or sealing, you get much better service actually going to the mail, since most of the time you get your DC slip filled, you get security tape/stickers on priority mail packages, they make sure the address is correct when they type it in, and in general you get service with a smile not just "leave it there, we'll send it"