Generally coyotes will not bother you, they are very shy animals. He was probably just curious about you. I walk in an area where there are lots of coyotes. I have even seen a bobcat when I was riding my horse and once when I was riding my horse we came across several coyotes pups that were playing (what a cute sight), didn't see mom though. Now a pack of coyotes might make me nervous, but I wouldn't worry about one lone coyote. If a coyote acts in an agressive manner or an unusal manner, like coming very close to you, don't turn your back on the animal, simply pick up a stick or rock and throw at the animal, make yourself appear as big as possible. Even pick up your bike and yell at animal, they will turn and run.