After the other people in class said she was missing, I'd know she was real and I wasn't halucinating.
So at that point, I'd start telilng everyone what I could remember of it... probably call the police too.
Better for Lucy to be worried for a classmate which the police might rescue then to say nothing and have her never show up again.
I mean I don't know what was intended for the story, but until the cliffhanger there, I assumed she was never coming back.
Scary! :-O