There are no wrong answers in this one. A child picks whatever feeling seems right to them and Wendy answers kindly, the way a grown-up answers in the books: the feeling is allowed, it is named, and nobody is told they should feel differently.
It is here because it is what the whole series is about. If you want to talk about a feeling with a child, this is a door into it. Playing all the way through earns a coloring page. Nothing is sent anywhere.