So I sold an item on 01/24/15, I shipped it on 01/26/15, and the item was delivered on 01/30/15. The buyer e-mailed today outside of eBay and states that the item was never received. Is this a scam? I was leery about sending the item since the account had zero feedback and the user name was just random numbers and letters but I did anyway since it was paid for. Should I just ignore them? Any advice would be much appreciated.

Call eBay. Only communicate with buyers using eBays messaging system. With a delivery scan eBay should rule in your favor if a case is opened.

Let's hope you had tracking so you can prove it was mailed and delivered to the address provided. Watch for them claiming via PayPal

As long as you have the delivery confirmation you are golden. Report the buyer to ebay as previously suggested.

Ball is in his court.  All you can do is wait it out and see if he opens a case against you.  If he does, you should be fine.

The fact they contacted you not through the ebay message system is a big red flag.  I didnt even know they could still do that.  

Thanks everyone! I think I'll wait him out and see what happens. I'll probably report him as well. I didn't even know such a thing existed until today but it looks like he used a guest account to make the purchase.