"That sounds like quite a journey, you must tell me all about it."

He wasn't exactly sitting, incorporeal being that he was, but that's just details. What matters is that Curufin is spot on what were some of the sources of Feanor's greatest anguish. Not only that he saw all the evil and the suffering but that he could do nothing about it.
He smiles hearing that his son was trying to get the message to him. That's exactly what he would do himself. Now there's a new world open for them to explore. A whole collection of worlds if he was to believe the void train's announcements.

"I certainly hope so, I stayed idle far too long."