To Trust or Not to Trust?

Did I make the right choice? You be the judge.

Yesterday I was at a gas station, filling up my car at the pump. I'm a female, standing by myself in the dark around 9:00 at night. I saw a man approach me and I instantly became fearful. I kept my guard up, but I also felt somewhat protected since the manager of the gas station was inside the store.

The man came up to me and asked if I would be able to give someone a ride. He pointed to a lady down the block, who I couldn't really see. He said she was his friend and she needed to cash her check at the VFW. Mind you, it's almost 9:00 pm, so I'm thinking it's too late to cash a check. I say this to the man.

Man: "The VFW will still cash the check. Do you see that lady waiting at the bus stop? She really needs to get to the VFW before it closes so she can cash her check."

Me: "I'm sorry, but I just don't feel comfortable doing that."

Man: "She's a nice lady. She'll even give you a few dollars to take her. It's just down the block."

Me: "I'm sorry, but I just can't."

Man: "I understand. Can't trust people and all."

Then the man proceeds to walk away. Now I get in my car and begin to drive away, but suddenly the lady appears out of nowhere and taps on my window. I roll it down cautiously.

Lady: "Hi, do you think you could give me a ride to the VFW? It's just down the street."

Me: "I'm sorry, but I can't. I'm really sorry."

Lady: "I understand. Thank you."

So I left and then I started to feel bad. Was I being paranoid? I mean, these were complete strangers that wanted to get a ride in my car. Should I have given them a ride and been a good samaritan? Normally, I am very trusting, but I just didn't feel comfortable as a female by myself having some stranger (male or female) in my car. What do you think? Should I have given her a ride?