Creepy guy in my gym

I (25 F) live abroad and am back in Delhi for a few months. I joined cultfit, and been going there for a while. It is a normal small gym, with trainers being extra friendly with me. There is this one guy (probably a jaat/gujjar - can tell because of his accent) who keeps on trying to talk to me. Two days ago he asked my name. I told him (my mistake), next day he asks me if I am
On instagram I told him I am not on social media. And today he kept on asking if I am on any social media platform. I am quite scared. I don’t want to deal with all this.