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This article contains plot details from the latest books.
Telepaths can transmit directly into other creatures' minds, but only other Telepaths can respond in kind. Often when one is a Telepath and the other is not, the Telepath will read the other's reply through their thoughts.
Sophie transmitted to Fitz from the Four Seasons Tree in the first book. Later on he could still transmit to her in Exile until Mr. Forkle healed her mind. At the end of Everblaze, Mr. Forkle showed Fitz how to enter Sophie's mind. The special edition of Flashback revealed that what Fitz transmits so that Sophie's subconscious lets him into her mind is "it's me".