Steve's following, because he's hoping that if he goes where the wolf is leading him, the animal will give him his damn hat back. His world's been wider and weirder for some time, after all, up to and including his presence here.

"I'm coming," he said as he trotted behind the animal, "though I'm holding back on the ear scritches if you're leading me into a trap."

He considered his words a moment.

"Or if you dent the brim too much."