The consumer drone market has shown a constant growth for the past few years. As drones become increasingly autonomous and used for a growing number of applications, it is crucial to establish parameters for collocated human-drone interaction. Prior research showed how ground robots should approach a person to initiate interaction. This paper builds upon prior work and investigates how a flying robot should approach a person. Because of the flight capability, drones present more approach parameters than ground robots and require further study to properly design future interactions. Since research methodologies in aerial robotics are not well established, we present a taxonomy of methodologies for human-drone interaction studies to guide future researchers in the field. This paper then contributes a user study (N=24) investigating proximity, speed, direction, and trajectory towards a comfortable drone approach. We present our study results and design guidelines for the safe approach of a drone in a collocated indoor environment.