In the AU where Dean saves him, terrifying. He woke up with no idea that anything had changed. The only redeeming factor was he was alone with Dean at first. It was for the best. Having John or even Bobby around would be too much for him to take. It could never be enough time to adjust, but at least Dean gave him time to take it all in before anyone started to question him.
In the actual Brothers Apart, very confusing. He woke up with Walt and Mallory watching over him, so concerned for this small boy they rescued. It wasn’t until he tried to run away from them and find his way back to his family that he discovered that they were telling him the truth. Walt had to haul him out of a motel room with a sleeping family in it, saving Sam’s ass. After that, there was no denying what had happened.