Sansa doesn't know this man but his voice sounds nothing like anyone from Westeros. While that might not normally be a comfort, it is in this instance because she knows that he isn't someone sent by Ramsay. How would Ramsay have reach beyond the North? Beyond Westeros? He wouldn't.

"No, ser, the fault is mine. I am lost and unsure of where I am," she says. Should she give a name? Should she give her name or some other one? Sansa doesn't know.

"Do you know?"