Part of it is that she really is breathless right now, so it's a little hard to talk. But part of it is Felicity having a hard time believing him. She just can't exactly express herself right now, so just ... just please give her a second.

Finally, after a cough or two Felicity clears her throat. "I don't understand. Is Ronan ... your new name?"

Because where she's from, Roy basically just outed himself as the Arrow and left Starling to start a new life as a new person. Maybe that's what he meant?