The other demigods at Camp Half - Blood would be in mourning. Some might be inspired by Percy's selfless act and strive to be more like him. There would also be a sense of unease and fear as they realize that they have lost their greatest protector, and they would need to step up to fill the void he left behind.
Grover would be heartbroken. He would likely feel guilty, thinking that he should have been able to stop Percy or help him more. Grover would then probably try to keep Percy's memory alive by telling stories of his heroism to the new campers at Camp Half - Blood.
Annabeth would be completely devastated. She would probably go into a state of shock at first, then be filled with anger and determination to find a way to bring him back, if possible. She might even go on a solo quest to try and reverse his sacrifice.
Grover would be panicked. He's Percy's friend and he cares a great deal about him. He might start running around trying to find help, like looking for a healer or someone with magical healing abilities. He'd probably be muttering to himself about how he should have protected Percy better.
Annabeth would be devastated. She and Percy have a deep connection. She might go into a state of shock at first, then be filled with a fierce determination to find out who was responsible and make them pay. She would probably also be racked with guilt, thinking she could have done something to prevent it.
They might be very skeptical at first. After all, Percy's powers are based on Greek mythology which is quite different from their world.
He'd probably be shocked. Percy is used to living his own story, not reading someone else's take on it.
Some of them might be entertained. For example, Thor could see the similarities and differences between his world and Percy's world of gods and monsters and find it humorous. Others like Black Widow might analyze the characters' motives and strategies in the fanfic as she is used to understanding people's minds.
The gods would likely be very interested and a bit apprehensive. Zeus, for example, would be worried about Percy's new power disrupting the order of things. Athena might try to use her wisdom to figure out how to control or guide Percy in using his void powers. Poseidon would be conflicted, proud of his son's power but also concerned about how it will affect Percy's future and his relationship with the other gods and demigods.
He might be a mix of flattered and bewildered. Flattered because people care enough to write about him, but bewildered by some of the wild ideas in the fanfiction.
The other demigods would be devastated. Percy was like a leader to many of them. Annabeth, his girlfriend, would be heartbroken. She might go on a quest for revenge against whatever or whoever put Percy in the situation where he had to sacrifice himself. The campers at Camp Half - Blood would also be in mourning. They would probably hold a big memorial for Percy. His friends like Grover would be in shock and would feel a great sense of loss.
Percy would probably be very confused at first. He's used to dealing with threats from the world of Greek mythology, not superheroes like the Avengers. But once he realizes he's been kidnapped, he'd likely be angry. He'd try to find a way to escape using his powers, like controlling water to create distractions or even using it to overpower his captors.
His first reaction might be shock. Dragons aren't exactly common in his world, even with all the mythical creatures. But then his hero instincts would kick in. He could try to befriend the dragon, thinking it could be an ally in future battles against the Titans or other enemies. He might offer it some food, like a fish or something, to gain its trust.