about ebay! want to sell sth. on Ebay, and

one man contact me about the item!

But he wants to buy it from me directly instead of from Ebay, and he said he is in New Jealand now, will go to Thailand tomorrow and stay there for months! He wants me to mail the item
to Thailand! He can use paypal to pay me!

Is there any risk? there must be some thick inside, right?

Thx