Mid-2015 Macbook Pro Dented on Arrival
If the laptop is brand new then it should be covered under warranty by Apple for at least 12 months. I would definitely recommend getting in touch with them. You can lookup whether you're covered by warranty by entering in the laptop serial number here. 

Even visit an Apple Store if there is one nearby you, they are usually more than happy to help. 

Even though this is technically physical damage, it's due to no fault of your own, so it needs to be fixed. 

I would also open a case with the seller through eBay, although they state they do not accept returns, if the dent wasn't photographed as part of the ad, or if it happened during shipping, it should be covered under the general eBay/PayPal returns policy.