The green-skinned witch knew her dreams well, and while they did take her on an emotional roller-coaster, she knew what belonged and what didn't. Sure this man could just be some configuration of several figures from her past, but she was smarter than that. She was aware of her surroundings and what people belonged. She wasn't about to just not question this man. Being on the run from the Gale Force, she'd learned that she couldn't be too careful. Animals had become her only friends, the ones that gave her shelter when she needed it. Humans, however, were a different story.
When he said he was Lucifer, Elphaba felt a twinge of fear run through her. She didn't fear much, but he scared her, especially since he'd weedled his way into her dreams, her mind. It was also then that her dream consciousness gave way, realizing she was in a dream and not actually in Oz. She remembered she was in Kansas. This wouldn't have a good outcome. "So you just come into my dreams just to talk to me? Well, points for creativity there." Because sarcasm was natural to her, and it was also her first defense, the first barrier to deter anyone from seeing what she was really thinking and feeling. In this case, it was to hide the fear she felt being in his presence. It made her feel small, given what she'd learned about him since being in this world. Oh she'd done her homework on demons and Lucifer. She'd read a lot of lore, even a bit of the Bible, to learn about him, as well as taking in what Sam and the others knew of him and how to fight him. But nothing could've prepared her for an encounter like this. "I have to agree with you there, it is warmer."
But she was being careful. She knew better than to blindly make a deal with a demon. Elphaba was listening to his words carefully, to be certain he wasn't offering a deal that would surrender her soul, or worse. Even the apology was taken with a grain of salt, though he was right that it was the only to get to her due to all the wards and such. When he returned to the earlier subject, she crossed her arms over her chest and looked at him defiantly, as only the once Wicked Witch of the West could. "Yes, I do. If I wasn't, I'm sure someone would have thrown a bucket of water on me by now." Of course, she knew water wouldn't melt her. How many times had she been out in the rain? Or taken a shower? But even as she said those words, her mind still carried the doubts. Elphaba always seemed to be walking a razor thin line between good and evil, and she could never really get a foothold on either side before something came along and pushed her to opposite side.