What did this girl mean by this?

I met this girl, and we talked, and she mentioned that she likes to workout. I asked her if she worked out alone or with friends. She said usually with friends.

So, I also am a big gym rat. I asked her if she wanted to workout with me sometime.

She said she doesn't wanna embarrass herself and look dumb, because I'm a "pro".

What does she mean by this? and why wouldn't she do it with me if she does it with her friends all the time?
What did this girl mean by this?
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