The only option left to him was, well, to jump right in. Stand on his two legs, approach the impossible village with its impossible denizens, and embrace the madness with open arms in the vain hope something good might come out of it, because if this was not real, then he was far, far too far gone for him to get himself out of it. His other option was turning around and marching straight back into that damnable forest until he came out somewhere that made sense.