Will's not entirely sure what prompted him to say yes. At first, he put it down to a morbid curiosity, and maybe that's what it was. Beyond that, it seemed nice to have someone who at least knew the things Will was dreaming to some degree. And Hannibal had never given him the impression that he was a bad man in reality. Then again, in the dreams, Hannibal there had initially been pleasant, too.
Eventually, Will decides not to think too much on it. He brings a bottle of wine with him (he had to ask someone at the station for a recommendation) and knocks on the door, feeling his palms start to sweat.