Both eyebrows raise as if to say 'we've got a live one here' and she sets the glass back down on her desk with a clunk. That's made her job considerably harder, and it also makes her wonder just how useful he's going to be in her case. If he thinks he's fallen out of another universe, how can she believe anything he says about Costello's men?

"Doctor," she begins, slowly turning back to look at him, shaking a stray curl out of her face. "I'm Melody Malone. I'm a private detective. What on earth makes you think I can do anything about your situation?"

Whether she means the fact he's lost, or unhinged, isn't clarified.