[Right she should probably go through the whole spiel, shouldn't she?]

You're not lost; you've been kidnapped. [Don't really know by who since the deities are gone but Korra's not going to throw that at Lenalee just yet.] This place is just called the City.

Um, here are directions to the Welcome Center. [insert directions here] Penny can give you more information and a place to sleep tonight.