I have an in-home business (plus train at a local Rec center) and always research a potential client first. Most of my in-home clients are referrals so I have felt comfortable with the initial consultation.
For those clients I’ve had who were not referrals, I researched them first and let my husband know the address where I would be. I prefer to train only women in their homes, but I will train men at the gym.
Go with what you are comfortable with, and you could always have the initial consultation at a local public place.