You woke up James up to ask where you are.

Jennifer:

Where are we?

James looked up to you confused:

James:

What do you mean, Jessica? Of course we are at home!

I was left even more confused. Who is Jessica, and why did James have blue eyes instead of his regular brown eyes? Also, what did he mean by "we are at home", while we obviously aren't. I looked at him in confusion and decided that he's not the real James. However, this realization has only lead up to more questions: Who is this guy, why does he look just like James and why does he think I'm Jessica?

Since I had no clue who this guy was and what he is able to do, I decided to not break character.

Try to make the situation less awkward