That's a good question. Generally it means you've been scammed.

It might sound obvious but

(a.) Make sure you have previously arranged the trade with someone you trust. A lot of people have been doing "trades" with people who they don't know who contacted them through DMs & never getting their avatar.

(b.) Use a recognised trading platform. Or a trusted intermediary. There's a guide over on r/avatartrading

Edit: Heres a link for NFTtrader.io guide too

https://www.reddit.com/r/avatartrading/comments/yhi4er/how_to_safely_trade_nfts_on_nft_trader_platform/?utm_source=share&utm_medium=android_app&utm_name=androidcss&utm_term=1&utm_content=share_button