The answer is: well.
An interjection is a word or utterance that expresses in an immediate way a reaction or a feeling, like in this case, the word “well”; as such, it is not a part of the sentence properly speaking. There are many interjections used in English nowadays, and though they are very heterogeneous, the category includes greetings (hey, hi), curses, doubt markers (um, er), and even responses (okay).