From reading his friends' fanfictions about a currently-superpopular novel deconstructing eroLARPs; eroLARPs that, by comparison, almost nobody must have actually played, compared to how many people found out about them by reading some of their friends' fanfictions so they wouldn't be left out of discussions about it. But that's not really what she's asking, anyways.
Now, how to reply without panicking her over the idea that her universe might be fictional? Which isn't even actually the idea here; but if you don't know about computer simulations and the possibilities of alternate laws of physics and equivalence classes of causal structures embedded in other structures, what do you even say that the smart-but-ignorant Golarion native doesn't just parse down to 'possibly we're all in a generalized book, sure go panic now'.
"I'm not really sure how to say it, except that the patterns are in my memories out of dath ilan, their origin in dath ilan is complicated," Keltham replies. "I would not have particularly expected to find facts and events here, corresponding to those memories. And a lot of things don't correspond in that way, to be clear, I'd have been much less confused, getting here, if this world was even 5% made out of things I was expecting to see. But there's bits and pieces of this world, all over, that fit into one pattern or another. And the danger is that I'm just looking up at random clouds, and seeing faces, trees, patterns in the sky that are pure coincidence. As you say, if the fetish is very common here, then Pilar having it isn't much evidence."