Natasha's not expecting company today, and even if she was, it'd probably be cancelled with that weather outside, especially given how far down the road she lives. The only reason for anyone to come this way is the springs, and even they're probably frozen over in this cold.

So the sudden banging and then opening of the door she's pretty positive was locked (not well enough, obviously, have to talk to Tony about that) is entirely unexpected, and may explain the knife in her hand as she appears in the doorway across the living room, frowning at the apparent snowman now melting onto her hardwood floors. He's ill-prepared for the weather, and despite the frown on her face, she does take pity on a traveling stranger.

"Close the door, you're letting my heat out," is her only comment, knife still in her hand at her side but her voice perfectly calm. "Then maybe you can tell me who you are and what you're doing here."