How do I "Verify my wallet" I'm completely new to the BitCoin world and I've purchased a couple of coins through eBay. The seller has messaged me saying this:

"Donation sent to 1Nf9iW******Yx4cPKB ...Please verify wallet and your 3.00 bitcoin will be released. Thank you for your business!"

What exactly does this mean? I've navigated through the wallet application and can't seem to find anything.. Any help is more than appreciated, thanks for reading.
Do you own the address specified by the seller (as in, did you provide them the address)? If so, the seller probably wants you to confirm "yes, the address is correct" or something like that. If you don't own the address, I think you should ask the seller what exactly does he mean by that.

Generally, you don't verify a wallet. All the Bitcoin addresses verify their integrity by themselves (they have a checksum). Someone might ask you to verify that you are an owner of an address by making you sign some message with it, but that is quite rare.

I did a bit of search on the address you provided in part. Generally, unless you want to really hide that you own the address, there is no need to obscure any information about the addresses. In that case you wouldn't give any information. As it stands, I think you meant this address: 1Nf9iWh318w45Q1BY6cebPFp6YnYx4cPKB. From what I can see, you received a donation of 0.103BTC, so I'm guessing the seller sent you a bit of Bitcoins so you can check if the transaction went through and you received it correctly before sending you the full amount. If you can see the transaction in your wallet, you should go ahead and tell the seller that the address is correct and they can send the full amount.