The Western Union scam works like this.
Buyer sends you a cheque which is for considerably more than the agreed amount, say it's £1600 for a £600 item.
Buyer apologises for the error and asks can you send the £1000 back? They might even just ask for part of it, eg. £800 by way of apology for the hassle.
They ask you to send the money by Western Union, which is a money transfer service designed for sending gifts of cash to people you know.
It sounds unusual so you check to see if the money has shown up in your bank account from the cheque. It is there, so you trot off to your nearest WU outlet (e.g. newsagent, off license, travel agent) and send the money.
Two weeks later you get a call from your bank. The cheque was a fake, they've deduced £1600 from your bank account, which is now heavily in the red, could you sort it out please? "But the money showed up in my account!" you say. "But that doesn't mean it has actually cleared," they reply, "we can reject a cheque many months after it has been paid in if we so choose". "Well you can whistle for the money! I'm closing my account!", you say. "We'll get the police involved then", your bank replies. And they do. You're now facing a forgery charge.
You run down to the Western Union outlet where you paid in the money. They tell you that the service is designed for sending money between friends and family, there is nothing that can be done to retrieve a payment once paid, and nothing more they can tell you about the person receiving the money.