At the top-right corner of any page on Discogs, click on the drop-down menu next to your profile picture and select Settings. Click on the Buyer menu tab on the left side of your screen, and fill in your new info in the Shipping Information section.
After updating your address, remember to scroll down to click "Save" at the bottom of the page.
Please note that updates will only appear on new orders, not on any existing order pages. You will need to communicate any changes to those sellers in the conversation on the order page.
Upon check out, you will be prompted to confirm which address you wish the seller to send your order to. Please be sure to select the correct address. This is the address that will be passed on to PayPal and appear on the Transaction Details page on PayPal. In case of a lost package or dispute, PayPal will want to confirm that this is the correct address, and may not offer buyer protection if there is a discrepancy.