Penelope opened her mouth slightly to give a retort to his comment before he suddenly decided that he had a place in mind. As he tugged the chain, she stumbled a bit but quickly gained her balance back as she was now following him. She was rather curious as to where exactly he had in mind. Typical. Penelope could help but think this as she noticed him looking into the rooms. He was a thief first and foremost, she supposed. 

Once he asked her about her reasoning for coming out, she found herself rather embarassed. So much so that she let his playful swinging get by without any comment or annoyed look. A knight being shaken by some nightmare. The sound of it was just demeaning. Her cheeks turned a tad pink as this realization hit her. "No real reason... Just couldn't sleep very well is all." she lied, looking off to the side. 

She hoped to evade the subject and instead looked ahead to where he was leading her. "Anyways, exactly where are we headed?" she now demanded giving him a very critizing look as she attempted to change the topic. "You better not be an idiot and get us lost."  She added, making it almost sound like a threat.