Then Maitreyi said: 'Here, Sir, thou hast landed me in utter bewilderment. Indeed, I do not understand him.' But he replied: 'O Maitreyi, I say nothing that is bewildering. Verily, beloved, that Self is imperishable, and of an indestructible nature.

In plain words: Maitreyi says she is confused and does not understand. Yagnavalkya assures her he is not trying to confuse her: the Self can never be destroyed.