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.
Lucy could also be initially in disbelief. She might think it's some kind of joke at first. But when she realizes Natsu is serious, she could become very emotional. Tears might come to her eyes as she realizes that all the times they've spent together have led to this moment. She would then hug Natsu tightly, showing that she accepts his confession.
Natsu would likely be extremely guilty. He might immediately stop whatever he was doing and rush to Lucy's side.
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.
Lucy might be heartbroken. After all, Team Natsu was like a family to her. She could initially go into a state of shock and disbelief. Maybe she would try to plead with the team to let her back in, explaining that whatever they thought she did was a misunderstanding.
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 most heart - touching moment might be when Natsu's confession is accompanied by a soft, warm breeze (if the setting allows for it). It gives a sense of peace and new beginnings. And if he mentions how he first felt about Lucy in a very sincere way, like how her smile made him feel different from the very start, it would make the moment truly memorable.
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.
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.
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.
Lucy might be really surprised at first. But then she'd probably blush and say yes. After all, she and Natsu have a strong bond already.
Lucy's celestial spirits would be over the moon. They've seen her relationship with Natsu grow over time. Virgo might offer to do all the housework for them as a wedding gift. Aquarius would probably make some sarcastic remarks but deep down be happy for her. And the other spirits would be there to celebrate and offer their blessings.