Frankly, Diego probably does need a bit of handholding to come to terms with this, or at least he would if he hadn't abruptly remembered that this is a dream (even if it's a particularly weird one) and that's probably why Ben is here. Thankfully, that thought makes just enough sense that he can use it as an excuse to get over the fact that Ben is sitting right there talking to him like it's nothing. His dead brother Ben.

"Wait, what, Klaus is your honing beacon? Because of the seeing dead people thing?"

Okay, those are words, coming out of his mouth. Okay. This is fine.

"And uh, that really does not surprise me."