Hi splitimage. I guess a lot of this depends on how much you trust the person.
If it were me I would ask myself some questions.
Is there anyway to look back in bank records to see if I wrote them a check?
Am I the kind of person that would give someone a couple hundred dollars if they were in need?
Do I have a post office box that would not reveal my street address and they could send me a check?
Is there someone in my past that might be trying to find out where I am that I absolutely would not be comfortable talking to them.
Is it possible a collection agency is trying to locate me to pay some disputed bill?
Good luck figuring this one out.