Official Gmail Blog: Fighting phishing with eBay and PayPal
First of all what is phishing
phishing messages are spam the deceive the receiver to get access to their personal information.
A message that appears to come from paypal and attempts to get paypal password to ruin his or her account.
this false messages,deceives the responder of this fraud email which looks to official with their personal information leakage.
Google puts red warning label on pishing message but they are not 100% accurate over this so , they now working with ebay and paypal to fight back
Now any email that comes from paypal or ebay is authenticated by Gmail and rejects if it fails to verify as actually coming from ebay or paypal.
ebay and paypal worked hard to ensure that their emails are signed with Domain keys and DKIM.
Armed with this information Gmail can easily reject fake emails.
So, stay safe.
other preventive measure you can take for other emails