While Lily wasn't completely comfortable with the woman's wand being pointed at her, especially with the news she was about to deliver, she also trusted she could manage a wandless protego if push came to shove. She had been practicing, after all.
Still, she kept her wand hand up, free and ready, just in case. "We're in New York," she began to explain. "1964. No one knows why we've been brought here, or how, but we can't escape presently. We can't even ... leave the city and some surrounding areas. It's nothing to do with Time turners or apparation gone wrong, or ..." She hesitated. She didn't know this woman, nor which side she might be supporting, so it seemed best not to bring Voldemort into things just yet. "Or anything else from our world.
"We're not the first. A few of my friends are here as well, from our world. Some are closer to my time than not, but there are some from further along the timeline." Lily kept her voice quiet and even, though her focus never left the witch's wand.