She wasn't cold, although she could see how he might think she was. She certainly came across as quite cold-natured, given her style of dress and the way she carried herself. Still, while she wasn't chilled at all, she appreciated his trench coat. It served to protect her exposed upper arms - where her gloves ended and her tshirt began. The chivalry behind the gesture made certain her smile stayed on her face and quite sincere.
Her brown eyes slid to the side, chin tilting just so to make certain his fingers didn't touch her cheek by mistake. Her brow furrowed a bit at his question. Her story? That was a loaded question if ever there was one.
"Well," she spoke slowly, drawing the word out a bit as she again side-stepped a small group that was gathered near the alley they were passing. Something about the group set her on edge and she found herself stepping the slightest bit closer to the man beside her. In order to stave off her embarrassment at her actions, Rogue began to tell her story as it was.
"I'm from Mississippi originally, but I was in New York before I wound up here." Her gaze cut to the street sign up ahead, making certain they were heading in the right direction. The last thing she wanted to do was get lost right now. "I was stayin' at a school up there. Xavier's. He helps people. Mutants." She wasn't sure if he'd heard of the place but was loathe to start openly discussing much about it. She may feel at ease around him but she also didn't know him, and wasn't willing to risk that he might be some sort of threat toward the school.
So she stopped there, one petite, gloved hand snaking out of his trench coat to point to the sign up the street a half of a block or so. "That's the restaurant," she stated almost as a second thought.