Fuck. This is exactly why he didn't mention to people that he knew them from a movie or TV show or something. Besides hearing you're fictional to someone being super messed up he might have to tell someone they were dead. The fact that she seems so delighted makes it that much worse.

"Here, I don't live far from here. If you really want to hear how the story says everything happens, we can do it there over some coffee or something. That way you can tell me what had happened last before you showed up," Jesse said. Plus it would give him time to think of a way to tell Greta that she cheated on her husband then died.