Sites like GA will typically have a list of local FFL's in your area that will handle transfers if you don't know any. The seller will usually require payment via postal money order or similarly secured payment. Most seller's will allow you a three-day NON-firing inspection period so you can return it if there is an issue that wasn't explained or shown to exist. IF your deal goes well, it is customary to leave positive feedback on the seller and he will do the same to you. Once the auction is over and you are the winner, contact the seller by email to arrange for payment options, FFL names, etc. Keeping a good back and forth email correspondence goes a long way to making the whole deal smooth, and also can provide any detail should something go wrong.
As with any auction site, it is Caveat Emptor - check the seller's feedback - if they have 1500 feed-backs and one or two are bad with the rest excellent, that goes a long way to assuaging your fears, IMO.