If scammer willing to give my money back what the best option??

So I tried to buy something online but I didn’t receive anything, the next day I received an anonymous WhatsApp message claiming to be the FBI and asking me ti pay a fee or I will go to jail or whatever, I know 100% it was the seller what a greedy one, I’m thinking of threatening him to report him for impersonation or refund me, if he agree how can I get my money back?? PayPal or bank transfer, I don’t think I will trust a scammer with my personal info, maybe a new PayPal account??