Evan Rachel Wood's new character is likely being held against her will in some sort of a simulation, and the second episode only confirms these suspicions.
Fans were shocked to see Wood in season 4 playing a brand-new character, as the actress had previously been known as Dolores, a powerful host determined to destroy all of humanity. The new heroine, Christina, was living a quiet life, which was suddenly unraveled by a mysterious stranger, Peter, who accused her of manipulating his entire life before committing suicide. Frightened by this encounter, Christine went to the mental health center, where to her amazement she discovered that an entire wing of the facility already bore Peter's name, even though he had only been dead for a couple of days. Does she really live in the simulation?
Some people on Reddit definitely think so, finding clues in Christina's immediate surroundings that support this theory. It seems that the woman is held captive in this imaginary world for a reason, and the original Dolores must have something to do with it.
"I'm shocked no one else is talking about this: the homeless guy who hears music coming from the tower WASN'T ACTUALLY ABLE to see Christina! This has to be some kind of simulation and he's definitely out of it." – /Author_Theo.
Some minor details about Christina's friends and coworkers also lead fans to believe that the whole Matrix subplot is really fact and not just theory.
"Christina's employer being concerned when she leaves NY. Her roommate pushing for her to come right home. NY is definitely a park/simulation and she left it." – /juicehead3311.
And, as some suggest, Christina might wake up from her delusional dream sooner rather than later, and no one knows what she may encounter in real life.
"Or rather they are intentionally pushing her towards that cognitive dissonance to bring her to consciousness." – /radiographer_bae.