Eren knew that Eliza wouldn't be able to reply to him.
Just like the nightmares he used to see in the past, the Eliza he saw was not real. She was just a figment of his imagination generated by the Life Death Altar using his own memories.
Within the special place created by the Life and Death Altar, Eren did not have a physical body. Only his consciousness had been pulled into the nightmare world. His real body was recuperating inside an isolated healing array, tending to his fatal injury.
Eren could see a grand domain being created around him and his opponents. This was the Nightmare Domain.
Eren was provided with information about the Life and Death Altar the moment he opened his eyes here. He needed to survive inside the Nightmare world for seven days straight to qualify for revival.