She's just in the process of mentally freaking out, not really hearing the part where he tells her that she isn't dead, when he mentions Wonderland, and the anxiety immediately flees.

"Wait, wait." That can't be right. She looks at the mansion in the distance, points to it before looking back at him with her head tilted. "Wonderland? Like, those Lewis Carroll books? I don't remember a mansion from those things. Just a hateful Queen who needed a new stylist and some really weird talking animals."

Also - what the hell? She's experienced a lot of weird and crazy, but dropping into a children's book hasn't been on that list. Either he's nuts, or Caroline's having a nightmare.