Your customer has paid you so now it's between you and Etsy. They used Etsy Payments/Direct Checkout and have paid the money. Not their issue that you don't have it yet!
Funds are not available to deposit until 10 days after adding/changing a bank account (and that's all of us when we're new and sign up).
Customer payments are not released to you until you mark the item as shipped (and this cannot be undone).
Funds then are available for you to have deposited in the bank after 10 days (new, probably same day once "tenured", a button will show as it defaults to add a few days (in my case anyway).
Then, when you say "ok deposit today" (after the money is in your Etsy account properly) it can still take 3-7 days for the money to reach your bank.
It's new, and might take some getting used to.