Yuri gives him an overview of the world as she knows it.
Most of the staff and students in the school are NPCs -- natives to this world, not people who have died.
If you try to escape or break the rules, Angel will track you down. But obeying too perfectly risks obliteration.
Otonashi is mostly buying time. Amnesia is common among new arrivals, but memories return eventually. He'll wait until he remembers who he is before he really decides to stay with this group.
They prepare their next mission: to steal cafeteria lunch tickets.