He did not recognize the name of this apparent prison, but Fury did not look surprised at the mention of another galaxy - he had figured out a while ago there was a shit ton of things the people on Earth knew little about. He didn't like not knowing either. Not knowing brought things upon them like Thanos.

"Alright, you've got my interest now. Where is Majesdania and why were you there? And I'm going to go out on a limb here and say this means you're not human, so excuse me while I ask, 'what the hell are you' along with my other questions. If you don't mind, that it."