[He shakes his head a little, to express his own confusion.]

Well, you're not wherever you were before, that's for sure. That may sound obvious, but bear with me.

You're in a place called the Netherworld. No, I don't know which one, and no, you are not dead. As for how you got here, I'm not sure of the specifics. I'm not even sure how I got here. All I know is there was some sort of problem with this world's Dimensional Gate, and it looks like people from all over got dragged through it.

Looks like you were one of them.