The disappearing book is indeed somewhat startling, if only for the casual ease with which she does something so obviously magical. His light grip on her hand tightens a little protectively as he glances around and behind him, everything seems fine but the threat of imprisonment or worse present to anyone with magic in Uther's kingdom is something deeply ingrained in him.

"Sir Gwaine," he wouldn't ordinarily use his new and still uncomfortable title but if this woman needs protecting from anyone it doesn't hurt to have a little authority to wield. "Are you sure it's safe for you to be using" here follows a series of expressive yet awkward grimaces and gestures towards where the book disappeared to "magic so openly?"