Usually if someone PMs me and wants to get in touch I'm already somewhat familiar with them from reading their posts.
If not, I look at their posting history. If they joined yesterday and have posted only a couple of things, then I either ignore them or suggest they take the lead by revealing their identity and contact info. Twice I did that and both times the individuals were never seen on JWN again.
But if someone has a few thousand posts then it's relatively safe to assume they are not a WT spy, especially if they have started threads that includes things like, "The GB can kiss my ass!" But it's still good practice to be careful.