What information should I not give out on the internet?

[gdfg]

Anything which you wouldn't give a real stranger. Phone numbers can be harassed, addresses can lead to serious privacy breaches, even your full name could lead to your facebook being tracked down, and possibly hacked.

I'd recommend keeping online interactions just that - online. Don't share any information which you don't want popping up later on, but most of all just use your common sense. If you want to talk on the phone, let him give you his phone number, then call him from Skype or something.