The Doctor stares out at the foggy plaza laid out before him, eyeing the vague shapes of buildings rising up in the distance. He glances briefly back at the building behind him, with its massive doorway (it makes him uneasy; what would need such a large entryway?) before he starts walking in a random direction. Better to discover where he is himself, instead of staying where he'd been put.

He might find where they put the TARDIS, too. Whoever 'they' are.

"Hopefully this is the right direction..." Then again, if he doesn't know where he is, wandering off can't get him any more lost, right?