Answer:
She is curious about how and where they will hide.
Step-by-step explanation:
Anne is not confused about the reason for going into hiding because she surmises that Father had been referring to the need to hide Margot.
We do not know what Anne thinks about the safety of hiding, but it seems that she is no unwilling to go into hiding, so it must not have appeared too unsafe to her.
There is no indication that Anne is worried about the family being found in hiding; however, she does ask herself again and again where and how they would hide.