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Elizabeth says thank you of course, but she's also a bit confused.
From the text:
MARY: (Crossing to Elizabeth, taking a small rag doll from pocket in her undershirt.) I made a gift for you today, Goody Proctor. I had to sit long hours in a chair, and passed the time with sewing.
ELIZABETH: (Perplexed, she looks at the doll.) Why, thank you. It’s a fair poppet.
MARY: (Fervently, with a trembling, decayed voice.) We must all love each other now, Goody Proctor.
ELIZABETH: (Amazed at her strangeness.) --Aye, indeed we must.