He considers this for a long moment. Where indeed.

It was colder, that he knows, and he was outside. There were eagles, and Bilbo. He definitely wasn't inside the mountain - this mountain. He could be mistaken, but he knows in his bones that this is the Lonely Mountain.

"I could... see this mountain." He frowns. What was the name of the place that he stood on?

"I was outside." He changes course abruptly, not wishing to dwell on not knowing where he was. It will come back to him as soon as he is a bit more awake - just why does he feel so weak.

And then her explanation of where they are right now sinks in, and his voice suddenly gains in strength as he looks at her with disdain.

"I would hardly have a tomb. I'm not dead." ...he isn't, right? These can't be the halls. She's not a Dwarf.