Anakin had felt Diana's attention upon him, but until she said hello, he kept at his workout. Part of form practice was to not let the distractions of the world get to you, and someone indulging in mild curiosity would fall under that category if their intent was to pause for a moment and then pass on. If he stopped for everyone that looked his way, he'd never get through the forms.
But when Diana stepped forward and introduced herself, Anakin finished with the form he was one and retracted his lightsaber, a habit out of safety, before turning, opening his eyes, and offering a greeting back.
"Hello," he said. "I'm Anakin."
He caught where her eyes directed the question and looked down at his hand.
"Oh, it's called a lightsaber. It's a weapon of the Jedi-" And he knew enough about this place to know she might not have heard of the Jedi. "They're an Order of warriors who keep peace and justice in the galaxy where I'm from. They all use lightsabers."