While pickpocketing, saving, trading items with Lydia, her dialogue came up with "do you want me to show you" or something like that.

My options were yes or not right now. I was half asleep and chose "not right now".

I can't get that dialogue again. Anyone know what she wanted to show me?

I should have accepted but oh well.

No idea...I have never heard her say anything but, "I am sworn to carry your burdens...", or "You should be in here!!" when I am doing a little b and e...

Sure you weren't just imagining it in your half-asleep state?

Nah, it happened. Maybe it was a glitch or some hidden easter egg crap. It's killin me that I didn't say yes.