If you ask them repeatedly and keep getting excuses, be concerned.
This person is hiding something that they don't want you to know. Do they have a realistic amount of digital puzzle pieces that, when followed, piece together a real person?
Almost everyone in the United States has some sort of Internet presence that when pieced together creates a real identity.
It is very rare that someone would have no Internet presence at all.
When using this medium, you can quickly feel as if you have gotten to know the person you are talking with and feel a very intimate level of trust, like I did with my husband.