The Woman on Bike is a woman, slightly unfit, who went to Coach for help in her journey to lose weight.
The unnamed woman hired Coach as a personal trainer to lose weight and get healthy. Little did she know, but Coach wasn't very good at talking to women, and encouraged her to work harder by screaming in her face. His idea of motivation only scared her and made her cry. "You're mean!" she sobs while she pushes herself on the bike, which only causes Coach to yell even louder.
The woman is the impetus that causes Coach to seek advice in talking to women from Jess, once she moves into the loft.