It startles him to hear her speak his name, because he hasn't gotten his bearings yet. He doesn't know where she was during the Battle for Winterfell, but he knows it wasn't right next to him.

He takes a moment to catch his breath. "I've never heard of it," he replies as he sheathes his sword. He doesn't need it now. "There's much of Westeros I haven't seen though, much less what's outside of it."