The buyer doesn't have to respond to your message, although of course it would be helpful and polite if they did.
You will have to accept the return request and provide a label.
Don't refund until you get the item back.
If you find they have requested a return for a false reason, you can report the buyer. After the refund is complete, add them to your 'blocked bidders' list.
"There are two ways to be fooled. One is to believe what isn't true; the other is to refuse to believe what is true.”
Søren Kierkegaard, Danish philosopher (1813 - 1855)