How do you react when a guy approaches you?

If a guy approaches you in a library or at the gym for example, and tries to make conversation with you, asking you about a book or something along those lines, anything to get talking to you.

Do you see what they are trying to do, and join in with the conversation, or do you just shrug them off, or does it depend on whether you find them attractive, or is it something else?
How do you react when a guy approaches you?
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