This world has experienced a fatal error

Dear Mother and Father,

I have sinned. I have abandoned from not only you two but also Miss Dreamscape. I am afraid. I left without permission on a train--yes, a train--because there are more frightening things in this world now than trains. I'm on the train right now, as I write this, and I'm barely even thinking about that fact.
Those dreams I mentioned are real. That's a strange thing to say, but everyone who gathered at Mama Valdy's this evening was talking about the head-stealing monster as if it were real. Okay, that's not too shocking in itself given what I've already seen since coming here. I mean, I knew from the stories that places like this had fearsome alien monsters from beyond the Grid, though the cleaned-up versions the neighbors told me only had them trapping ladies in music boxes and forcing them to dance. But it gets worse: The grownups were afraid. They were worried. They didn't know what to do. I am in a city full of Sparkpeople and Jaegerpeople and magical creatures and clanks! If something has the adults worried, this city is in deep trouble. I did not expect anything like this to happen. I guess this is why Miss Dreamscape has been out hunting so much lately, but I didn't expect anything this serious. If she can survive falling from the upper atmosphere, I'm sure she can survive a confrontation with an evil pointy sea alien, but what if she never finds it? What if it can hide magically, and what if it kills everyone in Steelhead who can be killed? I didn't think people could die in the Steamlands. Mr. Baron said they had the medical technology to raise the dead. What of that? What's the problem? Miss Blackheart said they don't resurrect royalty (So much for being a princess!), but that does not begin to cover all of this. This world is so much more complicated and scary than my worst nightmares had hinted.
I'm so stupid. Nobody else is running away. They even said that since Mama Valdy's is high above the water, there's less of a chance that the monster will climb that far. I'm so stupid. I left myself more vulnerable running out in the middle of the night to find a train than I ever was huddled under the bed on the top floor of the barracks. I made it here alive, though. What does that mean?
I don't know where I'm going. The old subway station was nearly shut down and there was only one area other than Steelhead that it still goes to. I've never heard of that other place, so I don't know where I'm going. With my luck, I'll be even farther from you than before, but there's a teeny chance I'll find some way to get home.
Will I be any safer outside of Steelhead? They listed places that don't have monsters. But if the Steelhead people can't handle this, how could anyone else? It might get stronger and spread its territory. There might even be more of its kind out there. Is it only a matter of time? May God in Heaven help us all!
I am glad that at least you are a long distance from the sea alien. I hope you remain safe forever.

Love,
Shaqad