When she says 'Spirit World', Paarthurnax thinks of where the Nords go after their death- Sovngarde. It is a decent guess at things, he will admit. Unfortunately, he must shake his head. "Much would be easier to explain if it were. It is news that must be explained with great care. Yet that will come in time." His head dips down, the best he can do as a gesture to her side. "Are you injured?"