Unfortunately there are several scams going on lately where you receive an unsolicited email asking about personal training. They usually ask if you take credit cards as payment and don’t provide much more information. Hopefully this is not what you are facing. Try asking more questions without giving away any personal information to determine if it is real and don’t give out any bank information.
If it seems legit, I would do the initial consultation in a public space like a coffee shop. It will make both you and the client feel more comfortable.