No shoes? I'm guessing your last thing wasn't quite pleasant.
Let me see if I can give a short and narrow. You were taken from wherever you were, what ever your world you came from. Now this place has done the same with a number of people from many different worlds - also yours.
This is sort of, what some people, are calling a pocket dimension.
So let me start by saying, welcome. You're safe. Feel free to ask me some questions and I'll help make sense of this.