Sorry, Caroline. At least, in his defense, he's not quite as old as Klaus. By about 700 years. How similar can they possibly be? It's okay, you don't have to answer...

"No, you're not dead." That doesn't seem a bizarre assumption to him, honestly, though he does think when someone dies they'll end up somewhere a little more ominous, if they end up somewhere at all. "You're in a place called Wonderland. You might have heard of it."

Cue her thinking he was insane, instead of trying to be helpful.