Yes, you should always be skeptical. You, of course, want to see and hold the lens. If you can't do that, the risk factor goes way up unless you're buying from a reputable operation, such as B&H, that offers some kind of guarantee/warranty. There's a firm that sells primarily used equipment. I can't think of the name, but any reports I've heard about them have been positive. It'll come to me.
What to look for?
--Shake it. If it rattles, pass
--Study the lens body looking for imperfections that suggest it's been dropped or hit against something. You can tell if paint/coating is worn away from use or has been chipped away from collision.
--Check the glass on both ends at several light angles for scratches. If there are scratches, pass.
--Check the focus and zoom mechanisms. If they're smooth, it's probably OK, If they are not smooth or you get a gravely feeling, pass.
--Put the lens on YOUR camera body, not the current owner's body. Take some photos. Does everything work as it should? It's best if you can take some pictures and go home and study those photos to make sure they are in focus and look good. If not, rely on your LCD display.
--Be sure to test with manual focus and then autofocus on several subjects.
--Check the apertures throughout the range. Use the DOF preview button to make sure the lens is stopping down properly.
--Does the lens come with lens caps for both ends? If not, that suggests that the lens has almost always been on a camera or may have been stored without the glass covered. Not a big deal, but a small red flag, nonetheless.
That's probably more than you wanted. Hope it helps.
Gary