I figured that one of two scenarios were the most likely:
#1 I really was in Equestria and it would be in my best interests to play dumb. I figured that it would be weird enough if someone you didn't know, knew who you were; so something you didn't know, that knew who you were would be twice as creepy;
or #2 I was hallucinating and for all I knew, Twilight and company would grow fangs and start tearing me apart and it wouldn't matter anyways.

What? I'm just being realistic here.