Peggy somewhat wasn't surprised that he had ended up telling her what he was. He was right, she would never have guessed that having never heard of the term. "Anything you can tell me about it or just that it is 'like a Vampire'?" she asked curiously. She needed to know the information, it was what was driving her to become who she was, that got her as far as she had in this world. It was what would get her to where she ended up, forming SHIELD with Howard and Chester.
She wouldn't just roll over and accept things.
"Depends, what do you need from me? I'm not wanting to die. So if you want to kill me then no, that is certainly not going to happen," she said her tone serious with a 'not mess with me' aspect to it. Though, she wasn't sure if she could out run or out fight him if it came to it. She would try though and hopefully find a place to hide surrounded by other people. He didn't seem like the type of person to attack especially around others but if he let his nature overrun him then who knew what would happen.