Each choice is treated like a typical card reward for combat; you pick from 3 possible colorless cards (4 with Question Card), or you can Skip (or gain +2 Max HP with Singing Bowl)
When completing this event, you 'recall' memories regarding what appears to be the past of the various characters. It's possible that the first time you experience this event with each character, you'll see the memory relating to that character. Or it may be linked to which card you picked. Or any other number of reasons.
The Silent: You 'recall' a memory which may be linked to the Nemesis elite. Triumph.
The Ironclad: You 'recall' a memory of the demonic encounter that gave you your powers. Fear.
The Defect: You 'recall' your reawakening at the bottom of the Spire. Confusion.
It's possible that the Silent's tribe is the same one in the Ironclad's memory "Fear".