Really Elphaba didn't know how Marguerite would respond, so she was trying to be gentle in what she told her. She'd lucked out with Bruce keeping his cool, but she was fairly certain Marguerite just time traveled a long way. But really, Elphaba had been working on her tact and people skills. Sort of. All right so it was mostly because Galinda and Elena had forced them on her, but still. She was far better at this people thing than she had been. So. Trying to do that "what normal people do" thing.
So when Marguerite slid down against a tree and her skin paled, Elphaba felt empathy for her. She had no clue what this poor woman had been through before showing up here, but finding out the circumstances of this place was not going to help matters at all. Now, Elphaba wasn't the most physical kind of person, and granted she didn't know how Marguerite would react, she didn't try to hug her or anything. Instead, Elphaba knelt down near her, letting the other woman know she wasn't alone.
"I know, it's confusing and overwhelming. You most certainly aren't alone in feeling that way." Elphaba herself had been angry upon arrival, well after that random perpetually happy feeling for no reason had worn off. But all in all, her transition wasn't that difficult for her. But she understood how it could be, she'd been here long enough to see such reactions from others. She wasn't going to dump anymore information on Marguerite until she was certain the other woman could handle. Because currently? She couldn't. At least that's how Elphaba interpreted the body language anyway.