And Gandalf is keeping in mind that she's said little about herself, either. She seems to be holding herself out as something like an Ent... but she's had a lot of questions about the larger world. She might just be trying to place herself in it, like she says; but she might be hiding something else. Her mind and background are too strange for him to be at all confident right now.
<Do not go to Saruman the White - I just escaped from his tower. He used to be my friend and ally, but he recently betrayed us, saying that we - or, he - should defeat Sauron only to rule in his stead. He tried to convince me to join him in his scheme, and when I refused, imprisoned me. After escaping, I visited the king in Edoras, to warn him and seek aid. The king is sick, and would not hear my warnings. His advisor Grima is - either in Saruman's pay, or deceived by him. He bade me take a horse and be gone. Which I would have done anyway, for I have urgent business in the North - allies to warn and protect before Sauron strikes there, as he may have already done.>
He peers at Tora, and then Aria.
<So I came to befriend* a horse, when you met me. But they could use good counsel in Edoras, if one could win their trust; I fear they may shortly be embroiled in war. The Elves** in the Golden Wood*** would also, I think, be friends - and their Lady is in fact one of those who might know something of the planes.>
* Other people might have heard this word as "tame," but Gandalf is thinking of it as more "befriend," so that's what Aria hears through his osanwe.
** The sense that comes through with this word is close to "Speakers; singers; elder kindred."
*** Gandalf has too high respect for Lorien to think to himself of anything in Middle-Earth by that name.