Last time this happened to me, I opened a dispute with the buyer then immediately closed it saying "closed by mutual agreement" or whatever the option says.
I don't find eBay confusing at all, I guess it may be familiarity with the site.
Personally, I don't understand how anyone can buy something "by mistake" - when they bid they enter into a legal contract to buy, so you could hold them to it if you really wanted to. The last time it happened to me, the woman said her three-year-old had placed the bid without her knowing - yeah, right.
If in doubt, use the Contact Us facility on eBay, they take you through a list of FAQs and you might find your answer there on the screen, if not you can email them and they do get back to you quickly.