In spite of herself, Heather let out a laugh of her own when he told her about not knowing what was lurking in the shadows. He didn't know the irony of what he'd just told her, but she did, and she couldn't help but find it pretty hilarious. In fact, as she stood there, she could see all of the remnants of Silent Hill surrounding her. The fog, the decay, and of course, the monsters.
"You...really don't have to warn me about what kind of shit is out there just waiting to prey on innocent young girls." They probably weren't talking about the same kind of dangers, but that wasn't really important.