First of all, one would imagine that the Russian serf would be petrified out of his/her wits to be brought before someone like this and probably would actually have said something like "please don't kill me, just let me go back home." But I don't think that's really what you're asking.
If serfs could have given voice to their actual thoughts, I imagine there would have been a range of ideas. Some serfs would surely have believed that those above them truly were meant to be in exalted positions. It would probably be fairly easy for someone with little education and little experience of the world to truly feel inferior to their "betters." You or I might feel awed and intimidated by Bill Gates, for example, and many serfs might have felt the same way.
A second set of reactions might have been along the lines of "you are placed over us like parents over children. I accept this, but I think that you should treat us more like loving parents would." This would be an opinion that accepts the idea of absolute monarchy, but which also asserts that absolute monarchs have a responsibility to their subjects.
Finally, there would be those who were more radical. They would ask these monarchs why they deserved to rule. They would assert that there was no reason to think that God had made the monarchs to rule and the serfs to be ruled. They would assert that they were just as worthy in the sight of God as the monarch. They would ask, then, what gave the monarch a moral right to subjugate them.
Of course, this is what I think with my modern attitudes. It is hard to know what an actual serf might have thought.