By 'different places' Annie gets the idea that he means locations away from Earth. She doesn't understand 'how' or 'why' to any degree, but that piece of 'where' she is able to grasp. However it leaves her more perplexed regarding where Nautilus itself is located if not on Earth and able to reach to other worlds.

Shaking her head when asked if she is hurt, Annie can easily deny that. There is no pain anywhere that she feels, so certainly not. At the request for her last clear memory though... She struggles with that request quite a bit more. Her brow furrows as she tries to concentrate on the traces of memories still present from before waking here, and reaches up with both hands to her head this time with her head dropping forward to meet them. Her voice only shrinks with distress and tension, straining just to get the very glimpses of something, "...r-running. I...I have to keep moving."