There are more questions than answers to your predicament. If you purchased off of eBay or some other online site, then its terms of service and complaint rules may govern this transaction. Western Union may have some terms and conditions on payments made by it and you might be able to file a claim through Western Union. Depending on the amount, you might decide it isn't worth the money you will have to spend to pay a filing fee with a court clerk in Georgia or New York, the service fee for a Sheriff, Marshall or private process serve to serve the summons and complaint, and the cost of getting the evidence you will need to present in court. If you win, you win a judgment which is nothing more than a court order/judgment that allows you to collect the amount of your judgment by garnishment or execution or to place a lien on property owned by the now judgment debtor. In other words, you don't just get your money back. That is why pursuing another means, OTHER than court (lawsuit) might be a better option for you. If you wish to explore your options and not spend too much more, consider booking a $99 Session with me, the 99 Dollar Lawyer.
I am an attorney licensed in Georgia. I am not a licensed counselor or therapist. I am writing as an attorney who has handled litigation cases for decades. I am not, by this response, providing any legal advice and no attorney-client relationship is established.