[ It's hard to have a conversation (read: impossible) as a titan, but they'll have some time in between. He can manage about three transformations in a day before he needs to recharge, so he doesn't use them lightly, but he knows his limits. If they needed to spend a night out here they could but that would be cold and annoying. ]

I don't want you to get too cold. I don't mind being a titan. Sometimes it's the only useful thing I can do.

[ And sometimes he causes untold amounts of destruction and death! Whatever! He's not planning to do that at all in Ellipsa either way. ]

Northern lights. The lights in the north of this place are different than other places?

[ He has no frame of reference here so he's completely misunderstanding what northern lights are. Do they have them where he came from? Probably, but he doesn't remember it from Armin's book, so how would he know about it? ]