The PEI questions aim at getting to know your personality better, so it is an extremely important part of the interview, but there is no right answer. Try to be yourself and explain something remarkable that defines you. It can be something about your academic path (if you are applying for a entry level position), professional career (if you are applying for a more senior position, or if you have already some professional experience, but you are still applying for a entry level position) or personal life.
In this specific case, they interviewer wants to understand how you would behave in a stressful situation in which you have to react quickly and, in particular, learn something. For instance:
- back in your undergraduate or graduate academic experience, have you followed a particularly challenging course for which you had to learn a lot in few weeks? This would demonstrate your ability to learn fast and be out of your comfort zone
- in your past (long or brief) professional career, have you faced any last minute emergency that required you to quickly grasp a topic before taking an important decision? This would demonstrate your ability to not panicking and take a rational and informed decision in reasonable time
- in your personal life (e.g. during a trip, doing sport, dealing with your family), have you ever had to react to a problem by learning something very fast (e.g. local practices during an adventurous trip)
Let me know if you need further help. I would be very happy to help, I have quite a long experience with PEI and consulting interviews in general.