So when Rio first arrives on the Road, she is putting on this very goofy, creepy facade that has an almost childlike aspect. She is zany, she is over-the-top, she's skipping off down the Road Wizard of Oz style, grabbing at things all "Oh, that's cool."
This is an ancient being of immense power, brought to a place that she has always known is not real. The Road does not exist, the Ballad is a scam... Except now the Road does exist, and the Ballad, before it was a grift, a scam, a con, even before it was something to perform in aid of scrabbling up a few coins in a tavern, was something that her son and her wife made together. It was their little bond. You know Nicky probably told her all about how he and Mama made a really good song.
In those early moments on the Road, when she skips off alone ahead of Alice and Jen and Lilia, do you think she is acting as she is on some level not just to be off-putting, not just because human interaction is something she still does not fully understand, but because she is imagining how Nicky would react? How he would be so excited to see that the Road is real, and would have a child's fascination with actually seeing the thing he and his mama made up has now been brought to life?