Start at a point (0,1) in a rectangular coordinate system, choose an angle $\displaystyle \displaystyle\theta\in\left[\frac{-\pi}{2},\frac{\pi}{2}\right]$ and draw the line to cross the x-axis at X. The range for X is $\displaystyle (-\infty,\infty)$. Find the pdf of X.

I picked the angle $\displaystyle \displaystyle\frac{\pi}{4}$ and now have no idea what to do.