Although not shown, for reasons of social acceptability, it is highly likely that Neo has come to this very raw, seedy, fetish club with Choi and Dujour for the purpose of recreational drug abuse. Neo is, quite obviously, out of his comfort zone, but the situation offers him the opportunity to meet Trinity. After all, she is the one that engineered the situation. In some cultures (eg. Central and South America) drugs are used as a gateway to the shadow self or hidden aspects of one’s own personality. Ayahuasca, is one such drug, as made famous by this National Geographic report.

Trinity is actually an aspect of his own personality, the part of his mind that he’s not fully aware of. She is part of him, his creative, mischievous side and his shadow self. An entity that does the things that his conscious mind is not in agreement with.

The first thing to note is that he is surprised by the feminine nature of his shadow self, after all, he is a man. Why would he have a feminine shadow self? Of course, the answer is that, despite our social and individual adherence to a socially defined stereotype of acceptable gender traits, we all contain aspects of the feminine and masculine, regardless of biology.

This is Neo’s first step to freedom from the Matrix.