Danny shows up in human form with a slight hunch in his shoulders, uncertain and just a little concerned someone could see him here. If this had to do with powers, maybe it would've made more sense to show up as a ghost, but even if he could go invisible, Cure Phantom popping up from out of thin air might be more than a little conspicuous. So he made his way here as a typical human.

Once he gets within conversational distance of the rock, he speaks up. "H-hey--Holly, right?"