Melinda was curious as to how James knew about her identity. It was strictly confidential. In addition to that, she rarely traveled around the outside world. Only the living beings of Mount Heavenly Path knew of her identity.
Regarding Melinda's question, James did not have much to say.
He did not know how to explain it to her. He could not possibly tell her that he got acquainted with her many years later and that he knew her future self, right?
Even if he told her that, Melinda would not be