Bean's glare continues. What reason does he have to believe that this guy isn't lying to him?

But then, what reason does he have not to believe him?

Until he can find out more about where he is, how he got here, and why, Bean may as well entertain any theory he hears. Once he gets enough information to start proving or disproving them, then he can narrow down the field.

So he's a little more open when he asks, "What makes you think magic?"