"You've been brought to another world. After the moment of your death- it's rare, but not unheard of- this world restored you to life and brought you here. In fact, the impermanence of death is one of the peculiarities of this place."

[He wasn't going to bring up the two times he already died earlier this year. No sense in alarming her any further, really.]

"Another is the wings. You may notice they're a bit sore- that will pass in time. What will not pass is their sensitivity to pain. Slight injuries become excruciating. Serious damage to a wing becomes debilitating and induces illness. Removing both is instantly lethal. Be careful of them."