We don't really know who Felicity is without reading the story. She could be a young girl, perhaps a main character who the Christmas surprise is centered around.
Ra's al Ghul might be another possibility. He has a long - term view of things and Felicity's intelligence could be useful for his grand plans. He might want to use her to build some sort of advanced weapon or decrypt important information.
A fanfic could also explore the reactions of the other characters like Diggle and Thea. Diggle might offer his fatherly advice since he has experience with fatherhood. Thea could be excited about becoming an aunt and start planning all kinds of things for the baby. This would add a touch of family - like warmth to the often - intense Arrow universe.
Felicity is likely the protagonist of the story. She could be a girl who lives in a small town. Maybe she's known for her determination and helpful nature. During the summer, she might be the one who everyone turns to when things go wrong, which is why she has the chance to save the day.
It could be the kidnapper. They might pick up the glasses as a way to taunt Felicity, or perhaps they keep them as a sort of trophy. It would add to the psychological warfare between them.
One challenge could be safety. Oliver's life is full of danger from his vigilantism. Enemies might target Felicity and the unborn child. Another challenge could be adjusting to their new roles. Felicity might have to cut back on her work, and Oliver would need to be more present at home.
It could be about Felicity experiencing something unexpected during Christmas. Maybe she gets a special gift, or perhaps she has an unanticipated encounter with a long - lost friend or relative. Without reading it, it's hard to say for sure.