"Well, first of all, I'm glad you're making friends." Friends are important and she'll likely enjoy meeting Sam officially, once everything calms down. And she can tell that there's a lot going on, because she has some stuff to tell him too.

"Second of all, I'm not sure my apartment's safe at the moment. They've got me hanging out in a safe house, but I wouldn't mind the company."

And by safe house she means the Arrow Cave, but she's not going to say that on an open line at the moment. Nazis could be listening.