Do not communicate with the Seller via in-game chats or any other in-built communication systems. In most cases, the game administration has access to your chat history;
When transferring gold via the direct exchange (e.g. in WoW) give the Seller something in return. It shouldn't be something valuable. What matters is the act of exchange. This causes less suspicion.
You can make an arrangement with the Seller to transfer in-game currency through a guild bank or an auction. A deal involving a guild bank could go according to one of the two scenarios:
the Seller invites you to the guild, puts the ordered amount into the guild bank, you retrieve the funds;
you invite the Seller into a guild, they put the funds in the bank and then leave the guild.
When transferring gold via an auction, use the online chat of the platform to pass the Seller the exact name of the item and its price. The item will be bought out by the Seller, and the gold will land in your mail within one hour, minus 5% commission.