Need friendship advise

I am trying to understand what is a good healthy relationship among friends? I’m tired of attracting the same people. I never had a support system. I’m in my 30s now. Started hanging with my godfather’s daughter but every-time I go out with her I feel so uncomfortable. The questions she ask. Also how she behave. She is a little younger than me. Like yesterday she started asking me about my exes she is like I’m curious about them. Honestly, I don’t like talking about those things. I saw him at the gym. The worst part is that she was asking me about it. He was next to us. I was embarrassed. I thought it’s me. But I don’t know what to do? I was thinking maybe I should keep my distance. I’m not sure why she is asking me about it. I also feel being around her doesn’t help me that I move on from those types of conversations. I don’t like that I see that ex, so I was thinking that I might start going to a different gym. Also I want to leave my past in the past. I am not sure if that is what friends do ask questions? How do you know if they are good friends? Again so uncomfortable yesterday. But I honestly don’t have friends I don’t know how to handle situations like that. Also, sometimes I do thing she doesn’t realize what she does? But then again I don’t know her. I am starting to know her now. Any advice?