A lot of the things he says alarms her quite a bit, truth be told.

Especially the part where he mentions he has no memories and they seem to be coming back, suggesting things more than he knows. The expression on her face is quiet confusion and concern as she mulls over his words, trying to figure out what to say, to do.

"Other realms?" Clara repeat to him, "I... I was told that there are some beings out there who live in other worlds. Whatever this is connecting you, it points to signs of magic."

She never heard of werewolves or vampires locking memories away and ghosts definitely can't do it. So it has to be magic of some kind.