…She's not sure what she said that made it sound like she'd prefer a building, but that's fine.
"I don't really know yet what I want. Buildings sound probably safer, but I don't know how living in a building works. I don't know what they have in them, and I don't know how the humans get their food, or… what they do all day. Or… anything. I don't know anything. I think I need to know more things."
A moment's pause, and then:
"Like, what if lots of buildings have things in them that are totally fine for humans but are toxic to mermaids somehow? You… don't know anything about how my body works, compared to yours. Maybe it's better to find that out first, if you have a way of finding out?" Maybe their not-magic can do things like that.
"Or maybe I could just live on a beach. If it's warm and doesn't have land predators hanging around, I'll probably be fine. …Well, except, if the ocean next to the beach is cold or dangerous or doesn't have much food in it, then I don't know how I'll get food."
She sighs. (That reflex still feels weird, but not as weird as the first time.) Her 'hair' strands are twitching and jerking a little; it's reminiscent of the way a cat flicks and swishes its tail when it's annoyed or frustrated.