He'd believe a lot of thing's he'd be told of others worlds or common things :| Setsuna was a war child, pit from one conflict to the next. I am guessing with that in mind that, and his avid "where is god" stuff, that he could or would believe in almost anything and thing but question it by a logical but believing standpoint. Tell him your sky is cotton candy pick, the water is actually icing? He's just ask how the people get water for drinking and what color that would make space at night.
What he likes: -No conflict -Most of the people are friendly and not related to the military -The infinite possibilities -The lack of death -The closet when it actually gives him what he wants
What he doesn't like: - The lack of death - The closet when it DOESN'T - No Exia - No allies of his - Transporting Sharks