He seemed to know us all, but he hadn’t the slightest what we were doing there, or where “there” might be—though he came up with several theories on that last point over the next two weeks, chief among them a wedding reception, a high-school poker game, and at one point, some kind of horrifyingly Kafkaesque holding cell.
The author previously described the cautiousness of the doctors and nurses who were treating Worth had when discussing Worth's mental condition. Although the author does not describe his own theories or the theories of his family, on Worth's condition, describing Worth's own theories on where they are seems to echo what the author and family may have thought. A wedding reception could be the hope they may have had that Worth could be "normal" upon awaking and a holding cell could be their worst fear come true that Worth would be unrecognizable.