Get on the back of his horse

"Okay."

"You see, my Holy Order seeks to find unique indivi-" the man does a double-take, obviously not expecting you to agree so readily.

"I'm going with you," you reiterate now that you have his full attention.

"Oh why yes of course miss, uh..." his attempt to regain his composure falls a little flat when he realizes you haven't told him your name yet.

"Rosa," you reply while pulling yourself up onto your feet in the most confident manner you can while still completely naked in the street.

"Well Miss Rosa, we can be off, then, if you just take my hand." Your hand is in his as soon as he reaches down to you. The horse he's sitting on is too tall for you to even see over, but its rider is strong enough to pull you up in one swift motion. You get lifted up high enough that you can turn and immediately sit side-saddle right behind your rescuer. With your arms firmly around his torso he takes the reins again, hurriedly calling over his shoulder, "I'll explain everything on the way!" as he begins to ride down the busy street.