Percy enjoyed his time in Elysium. He felt at peace. But he knew he left unfinished business in the living world, so he felt a strong sense of nostalgic longing. Maybe it was the Fates messing with him, but he knew if he could just see someone he loves again--someone alive--he'd feel that he'd coped with his own provocative death. The death he wouldn't think about in a place full of so much sun, because of how deeply un-treasurable it was.

However, he didn't think much about these feelings. He's dead now, no need to pretend otherwise. He can see Selena, and Charlie, and the many other friends he's lost along the journey of his life. He told them about what happened after they left, and they told him about who chose to be reborn and who found love in the Underworld.

The one thing he did think about was Annabeth. Not that he desired her--actually, he felt that he's moved on from her, and hopes she's moving on up above too. He just looked back on their good times, and was excited to make new, lasting memories wherever he found himself, Elysium or somewhere else.

Maybe all these positive feelings or optimistic outlooks were because he's in Elysium. He didn't much care for it, it was just nice.

So when he was pulled from Elysium by Hades, King of the Underworld, to a small, confined room where Elysium couldn't touch Percy, he felt overwhelmed. He felt a million negative things come crashing down on him. He still felt excited, still was moved on from his lover, still was happy, but he also felt afraid after how he had died. He felt sad that he couldn't say goodbye.

And most of all, he felt shocked to see Nico open his vacant room door after what seemed like hours of wondering why he was pulled from the paradise island called Elysium.