Lina wasn't a fool, in her opinion. Sure, it was likely to be a trap, but more people needed to make a point that Asgard wasn't a place for dweebs and do-nothings. People had been hurt because of Niflheim, sure, but her side wasn't that bad. Some of the people were kinda stupid, but not bad. Instead of cowering in fear, Lina was going to see what this guy was up to. But what made her not stupid was that she had ways of defending herself. To go in defenseless would truly have been folly.
She casually strolled through the trees, but she took care to try and note any potentially dangerous spots, or places where people could be hiding. She didn't see anyone, but she'd been ambushed before... Maybe this guy was on his own? How dangerous was he, if he was alone?
When she caught the tune of the saxophone, she followed it until she caught sight of its owner. "I don't think I've ever seen an instrument like that before," Lina commented, one hand on her hips as she ceased walking quite a distance from Midvalley. "Are you the one who wanted to see me? Name's Lina. Lina Inverse."