I'm sorry for offending you, I'm afraid I'm still ignorant of many things here. [She'll remain polite, because she has no reason not to be, but she also doesn't know where to begin with her questions.]

Do you have a name I can call you by? Mine is Yuri.

Why were we brought to this place? [She's sure someone somewhere will ask where, exactly, this place is, so she focuses on the next important question.]