She could communicate with the knight like this.

In all seriousness, maybe it could be part stealth game, where she breaks out of her confines and sneaks around the dragon’s lair to do various things, only to make it back in time to avoid being found out.

A bit more whimsical, but maybe she’s a Disney princess, and can communicate with birds and such to relay vague messages to her would-be rescuer. She could use the animals to distract or sabotage the dragon’s minions and make the knight’s journey easier.

She could have magical abilities, which you could then take in all sorts of directions.