Sounds to me like he's a little more aggressive than you are with the on-line dating scene, most men typically are and I wouldn't let that deter you. Of course you would like to retain your anonymity until you feel you're ready to share a bit more. My suggestion would be to create a new email account, do not share that account with anyone other than the fellow you wish to chat with, and make a very strong password, then you can chat as much as you like and share as much as you like, when you are ready. I wouldn't trust anyone until I felt comfortable making the next step, you should be able to get a good feel for this guy in due time, if he's overly aggressive then that's a red flag to let it go. He should be patient and fully understanding when it comes to sharing personal information, accept no less.
Admitting to him that you are nervous is perfectly fine, you should be nervous and he should be fine with that also.