the short answer
Online coaches handle sensitive data (health answers, measurements, progress photos, payments), which makes you a data controller with real obligations under laws like GDPR. In practice: collect only what you need with clear consent, keep it in one secure place instead of chat apps, limit who sees it, get separate permission before anything goes public, and delete it when asked.
This article is general information, not legal advice. Data-protection law varies by country and region, so treat what follows as a practical starting point and confirm the specifics for your jurisdiction - or with a qualified professional - before you rely on it. Keep the wider scope-of-practice line in mind too: collecting a client's health history to coach safely is fine, but diagnosing or treating a medical condition belongs to a clinician.