What's to be nervous about? How far is long distance? Is the seller going to ship the bike to you or are you traveling there to pick it up in person? What sort of price range is the bike in?

About the only advice I could give would be to have the option to look at the bike in person first with the option to walk away from the deal if you don't like it when you get there. And be preparred for the bike to have been sold before you get there, so have a backup plan in place to go check out other bikes or shops or thrift shops in that area since it probably isn't in your usual search area.

Beyond that the usual stuff applies for anything, watch the area, watch the people, be safe, so forth, and if the situation looks hinky or something seems off then just keep driving down the road and call them up from a safe location and ask them to meet you there or else tell them thanks but no thanks and something else came up.