You do have to link a 'Verified' PayPal to your eBay account.
In terms of beginning to sell, it has been said a million times, start slow and sell "low risk" items. Their is such a world of difference with even having say just '10' selling feedback as apposed to '0'. As mentioned, if you rush things without any selling history, their is a good chance that your account will be asked for documents.
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