Even if bought through ebay, as long as the person on ebay didnt register it as their property, WD wouldnt know any better if you bought it at ebay or off the shelf at a retail outlet.
If you dont feel comfortable with placing your data on this drive and putting it at risk of total loss, I'd check the serial number for warranty status, and if its covered by warranty open up a claim for an RMA replacement.
*Be sure NOT to claim that you bought it on eBay and if they ask were you bought it just state that it was bought at a retail outlet, but you lost the receipt. I have doubts that they would cover warranty replacement status on 2nd ownership, when most warranties are written as such that the primary purchaser is covered for the warranty terms but the warranty is non transferrable!