He would probably be in shock at first. Then, his guilt would turn into determination to make it up to her. He could be constantly checking on her, getting her anything she needs, and being overly protective. For example, if she needed medicine, he'd run all over town to find the best one. He might also blame himself harshly and vow to never let something like this happen again.
Natsu would likely be extremely guilty. He might immediately stop whatever he was doing and rush to Lucy's side.
Well, perhaps Natsu could be sparring with Lucy and accidentally land a more powerful blow than he intended during a training session. Maybe he's in his dragon force mode and loses control for a second, hitting Lucy hard enough to make her fall and get injured.
She might start to blush furiously. Given her character, she is a bit shy when it comes to romantic matters. And then she might start to stammer out a response, not really sure what to say at first. As she composes herself, she could tell Natsu that she has feelings for him too but in a very gentle and sincere way.
Erza would probably be very protective. She would make sure Lucy has everything she needs and would be strict about her safety. Gray might be a bit awkward at first, but then he'd be supportive. Happy would be over the moon. He'd constantly be around Lucy, bringing her fish and trying to cheer her up. Wendy would be excited and would offer to use her healing magic to check on the baby's health regularly.
Well, Natsu is a passionate character. He could react with a lot of excitement. He might pick Lucy up and spin her around, laughing and saying how amazing this is. Or, he could also get a bit worried and start asking Lucy all sorts of questions about her health and what they need to do next.
Their friends would likely be shocked at first. Happy for them, but also a bit worried. Erza, for example, would probably be very protective. She might start giving Lucy all sorts of advice on staying healthy and safe during the pregnancy. Gray might be a bit awkward around the whole situation at first, but would eventually warm up and offer his support in his own way, like helping Natsu with any odd jobs or tasks so he can focus on Lucy.
The story might start with the discovery of the pregnancy. Natsu would be full of mixed emotions, ranging from fear to a strange kind of excitement. Lucy would be more focused on the practicalities right away. As time passes, they would have to deal with things like baby names, buying baby clothes, and getting ready for the new addition to their family. Their friends in the guild would be involved too, some offering to babysit in the future, others giving them tips on how to raise a strong and magical child. The story would be a mix of the joys and difficulties of an unexpected pregnancy in a magical world.
Well, it could start with Natsu and Lucy realizing what has happened. Natsu, being his impulsive self, might have some wild ideas about how to handle it. But as time goes on, he would start to understand the seriousness. Lucy would likely be the more practical one, thinking about things like preparing for the baby's arrival. Their relationship could become strained as they deal with the unexpected situation, but also grow stronger as they face it together.
His friends would be very concerned. Gray, for example, might try to physically stop Natsu from drinking more. Erza would likely be more gentle and try to talk to him, to make him understand that getting drunk won't bring Lucy back.
The guild would likely be ecstatic. Gray would probably make some snarky comment about Natsu finally growing up, but deep down he'd be happy for his friend. Erza would be all for it and might start planning the wedding immediately, giving orders to everyone in the guild to help out.
Some fans would be really excited. They might love the idea of seeing their favorite characters in a more mature and family - oriented situation. It could add a new dimension to the Natsu - Lucy relationship that they've always wanted to see.