Thanks to the nature of the conversation, Night could ascertain a few facts through inference. One was that Alfheim was sealed off from the rest of Genesis. However, he couldn't pinpoint the exact nature, if it was truly sealed off then he would be receiving notifications for being the first player to have entered it. The second point was that the only way to enter Alfheim or possibly the other sealed worlds was through the Bifrost, which in turn, required the recognition of Asgard.
Of course, there was simply no way he could've known this. He was just a huge fan of movies, which fortunately seemed to have paid off. In the first place, he had no intention of getting away with the guess. He was prepared to fight her there, or in the worst case scenario, explain the real reason he was there.
