He fixes his gaze on the town starting to peak out in-between the gaps in the trees. He hadn't told anyone outside of his undead family about his origins. He had (understandably) assumed that the information wouldn't be taken well - if anyone believed him in the first place. But if Ethlyn says that it isn't unusual for people here to have died before their arrival, then...

"I...have some vague memories of my previous life," he eventually admits. He continues to stare forward, hoping he's right in judging that she won't suddenly become hysterical.