It is sent to your paypal account. So confirm that it is there first.
Debit cards aren't an account...debit cards are attached to your bank accounts, so you will need to use information from your chequing account (having a blank cheque helps as it has all the information on it). Paypal will walk you through it.
On paypal, you will also be able to use your credit card account.
Using your bank id and password won't work. You need to actually use a bank account (chequing account), not a system to access your account (debit card, online bank id, etc).
If you are still having problems, call Paypal. They will be more than happy to help set you up once you have the information.