How to explain it while minimizing the chance of death? By being honest, or at least not overly dishonest. For she is truly curious, and a curious dragon is much safer while her knowledge is being properly satiated.

"Interesting. You say that the Earth was first your own. And yet I have not seen the like of elves or any like you until the dawn of Men, and they arrived much later in the Earth's lifespan."

"So we have been brought here by outside forces then." That explained quite a bit, actually. Like how she managed to travel between worlds without her knowledge or intent.