Eefa does not want to be here.
It's not actually unusual for her not to want to be where she is, but right now she also doesn't want to be in any direction she can go. There are people on horses she's escaped from behind her and she can hear Wolves in the distance and she can't climb the walls of the canyon she's in (she tried).
She tries to find a way out, through the silvery world she can sometimes see, but she's scared and must have done something wrong because instead she finds herself somewhere else entirely.