It's a lot to process at once but she isn't asking anything of him, just telling. If there's something he needs protecting from that this dragon is going to warn him about, he's ended up in a place a hell of a lot stranger than he was before and that's saying something, considering he's supposed to be getting the senior discount and doesn't look a day over thirty.

"Bucky. What are you patrolling for, exactly? What's actually out here?" She's not wrong about him being able to handle himself, no, but since she's willing to talk, he's more than willing to listen and see what information he can get from her in the process.