Dorothy: Now which way do we go? Scarecrow: Pardon me. That way is a very nice way. Dorothy: Who said that? Don't be silly, Toto. Scarecrows don't talk. Scarecrow: It's pleasant down that way, too. That's funny. Wasn't he pointing the other way? Scarecrow: Of course, people do go both ways.
Dorothy is confused because she has come to a split int he yellow brick road. She asks Toto what she do and she hears a voice that tells her which way to go but the only thing around is a scarecrow.