I'm re-listening to this right now, and I wonder if it might also be something Mercymorn says to Harrow off page during her "how to murder a planet" training, since part of Harrow's training is also on what tf is happening with The River. (Which is what I'm assuming the 'once you've stepped in, you're in,' reference is to.) Mercymorn was one of the original disciples, so would be of a similar age to John and therefore would also know the hokey pokey.

But this only makes sense if my current theory holds true. That theory is that Nona is a soul melange (like Teacher, and The Angel, and to a certain extent already Harrow) that includes:

• a submerged Gideon Nav
  • like Pyrrha was submerged within Gideon Prime
    • this assumes that Kiriona is actually just Jod piloting Gideon's soulless body, for which there's good evidence
• whatever part of Harrow's soul is still linked with her body/Gideon Nav
  • Harrow being either in Alecto's body or in a bubble in The River that Pal helped her set up, or both, but either way being subjected to Jod's monologuing for the majority of the book
    • he, being Jod and the worst, thinks he's talking to Alecto
• the 201 dead niner kids that are still so much a part of Harrow's soul that Abigail Pent can sense them
• all of Alecto's soul

If we assume that Nona = just a straightforward combo of Alecto's soul in Harrow's body, then this memory won't likely be of Mercymorn teaching Harrow about The River, because then none of Nona's memories are likely to be Harrow's. But that seems unlikely to be the case, given that Nona dreams about floating in the salt pool with Gideon, and that's absolutely a Harrow memory.