There's an easy answer to this question, but he's not sure if he wants to go there yet. That would be a lot to explain, on top of a lot of other things to explain. But he also knows he can't wait too long to tell her the full answer.

"Jon Snow." He doubts the name means anything to her, but at least it gives away his Northern heritage. "We met -- will meet, I suppose -- on Dragonstone. I came to you for assistance."