Martin really, really doesn't know how the hell this happened, but he's thanking his lucky stars (for once) that it has. Yes, he's apprehensive, worried that things will go wrong, (wrong in a variety of different ways, for Martin is nothing if not well prepared for disaster to strike, though not actually prepared for the consequences of said disaster) but he's also pleased and excited (again, in a variety of ways) and generally buoyant.

He follows Kaidy, hand-in-hand. She called him Captain. And her voice was, well...

If he were thinking clearly, he might also be excited about the fact that he's heading to her world, to the future, but he's got other things on his mind.