There's this person online with whom I have only interacted a few times. They had asked me for a small favour, which I did. They then wanted to give me something in return as a thank you. They were going to post it, so they wanted my address.
I am countries away and I'm not used to mail, especially international mail. I hate that I'm paranoid like this when I genuinely look forward to their gift, but I need to know to what extent do I share my details?
In the end, it all comes down to trust and risk. How much do you trust this person and how much do you want to give as far as details goes, what can someone do to harm you when they have your data? That you're asking here tells me you're not really sure if you can trust this person. There are risks involved (such as real life threats or maybe a possible scam) but it is not easy to identify risks without knowing the full situation, as you explained it rather vaguely.
To me the whole situation sounds kinda phishy to be honest. Are you sure you didn't fall for a phishing or scam attempt by helping this other person?
Most countries do have PO boxes and other rent-able post solutions such as Poste Restante (as suggested by Molot in the comments) so you don't have to give out your own personal details.
Many countries' postal systems have general delivery by which you can receive a package held at a post office for you to pick up, without having to give the sender an address. This might be an option for you.
In order for anyone else to assess how risky the situation is, I think you need to elaborate more on your relationship with the sender and the favor you performed for them. The vague way you've stated it is a big red flag for scams, involvement in money laundering, etc. but it may be that you've just poorly stated the situation out of a wish for privacy. At the very least though you should mention (or at least reflect upon for yourself) whether you had any relationship with the person prior to their asking you for a favor and whether you expected to be compensated in any way for the favor.
The whole favour thing--which they initiated--sounds rather like a setup aimed at getting your personal info. So I would recommend being very cautious here, and graciously declining their offer. Ask them to "pass it on" or "pay it forward" or something. The more they demand to get your info, the more suspicious you have a right to be.
Depending on the country you are in, your physical address is enough to do quite a lot of damage, or at least cause a huge amount of nuisance. Common examples:
So you are probably right to limit sharing your mailing address to people you don't know if you can trust with the information.
As other answers have stated, you can minimize your exposure by using a PO box or similar; you may also be able to find mail hold-and-forward facilities that can handle individual pieces of mail or parcels (which usually charge by the piece of mail and whatever additional handling is necessary for the forwarding itself); this can be much more convenient to you than a PO box, as well as less costly overall since you don't need to rent it on a monthly basis.
Be careful about personal information. There was a crime in Austria reported some days ago, where people ordered stuff online to some strangers addresses and then redirected it through an app from the delivery service. Of course they never paid anything but the strangers got payment reminders.
I've got a news article about this, but unfortunately only in german. (Try a translater): https://wien.orf.at/news/stories/2948455/
Just giving out the address is no problem, as long as you limit it to the address. Don't you have phone directories "white pages" or similar where you live?
Think about it, hundreds of people probably have your home address. Of course, any of them could send you something illegal, immoral etc but as long as you act reasonably (E.g., you open an envelope and there is something that looks like drugs in, as long as you immediately call the police and you live in a reasonable country, nothing will happen to you. Rather, you will be greeted as some local hero if some local paper hears of the story.) there won't be any problems.
Same goes for this situation.
You could ask them to send it to a local post office or delivery centre, that way you can only give them a very approximate location of where you are, ie city or town.
In the UK, you can do so as specified here: https://www.royalmail.com/personal/receiving-mail/choose-local-collect/
Although I'm not sure on how specifically to do so in other countries, but it gives you an idea, and I'm sure there will be similar services offered in this way where you are.
In the UK, Belgium and Holland, most corner shops are part of one or more logistics networks, and hence drop-off points for senders; with many also pickup points. Often (via say Amazon.UK or Bol.com etc) you can choose them as destination from webshops. These same networks should fit in the chain that gets the package to you.
It's a very reasonable idea to tell the sender: You'll be out at work (though I use my work address for such, which has a receptionist!) so would hate to miss the gift. So go to the cornershop where they know you by sight or name, ask if you can get it delivered in your name ["A.E. Neumann, C/O The Corner Shop, 12 High Street, Mummerset"] there. This doesn't unload the risk onto them, as its your name and their location so not relevant to any bank account or so.
But consider they might find your real address even then. E.g., in the UK, I was surprised when googling my name for free it clearly hints my longterm partners (several addresses shared over time; precise up to city quarter if not paying for the data; a mixture of Electoral roll data before opting out, and other sources).
I wouldn't judge this approach risky; in the real world there's thousands of instances where your details have been taken at a higher risk. I once got one UK parking fine (escalated over months of non-paying) while not owning a car, having no driving license, nor living (nor having lived) in the country; somebody had declared to the parking attendant that it was my car, and passed my details (collected from a B&B guest registration years before, in another country, because very very specifically misspelled)! Of course in ID-card-less UK there's no trace of the original declarant (I bet the then-owner), and I think no legal way for an individual like me to find the car owner's info from their numberplate. To get the bailiffs off eventually took months, hours of paperwork, various registered letters, and a statement from the DVLA (the UK "DMV") that I wasn't the owner.
