I can understand your concern given the item's high value, but there is another, far more positive way of looking at this situation.
This buyer has recently opened an eBay account and has decided to make a purchase. Prior to deciding to commit to the sale he/she more than likely looked through a fair few listings to find something that looked as though it fit the bill. The buyer could have chosen to buy from any one of your rivals; however, for some reason, he/she chose to buy the item from you. As a result you now have a chance to make a really good first impression with the buyer relating to buying on eBay, and also with regards to buying items from you. First impressions last, and if you regularly list for sale the type of items that this person is interested in buying then if you handle this transaction in a satisfactory manner you could potentially end up with a repeat customer, as well as some positive feedback.
Although the buyer has zero feedback we all started off with zero feedback and all required a seller to trust us at that point when we made our first eBay purchases. Somebody did that for you at some point when you made your first ever eBay purchase, so pay it forwards and do the same for this buyer. Just because the buyer has zero feedback at the moment doesn't necessarily indicate that he/she is out to scam you.
In the event that the buyer does prove to be troublesome post back on these threads with an explanation as to what has gone wrong, and you should receive some advice relevant to what you need to do next.
