Well, if we're following the common ships in the Fairy Tail fandom, Natsu could be a likely candidate. Their relationship is very close and there are many hints of a deeper connection between them in the original series. It would make for an interesting story as Natsu would have to grow up a bit to take on the role of a father.
Gray could also be a possibility. He and Lucy have a friendly rivalry and there are moments where their relationship could be interpreted as having deeper feelings. It would be an interesting twist if Gray was the father, as it would change the dynamics between him, Natsu, and Lucy in the fanfic.
If Lucy never joined Fairy Tail, the friendships and relationships among the characters would form in a very different way. Also, many of the story arcs might not unfold as they do in the original plot.
One possible fanfiction could be that Lucy is invited to a grand ball in the magical world. As she enters the ballroom, a mysterious melody starts playing. Lucy, being the confident and graceful character she is, starts to dance. Her celestial spirits watch in awe as she twirls around, her dress flowing with each movement. It could be a dance that not only showcases her beauty but also her connection to the magic within her, as she uses a bit of her magic to create a sparkling effect around her while she dances.
In some fanfictions, Lucy might be portrayed as a friend to Frosch. She could be someone who looks out for the little Exceed, given her kind - hearted nature in the Fairy Tail series.
One popular theme is Lucy's growth as a wizard. Fans often explore how she overcomes new challenges and becomes stronger. Another theme is her relationships, not just romantic ones but also her friendships within the guild. For example, her bond with Natsu and how they support each other through tough times.
She would fit in very well. The Fairy Tail guild is all about family and acceptance. Given her parents are Lucy and Natsu, she'd be welcomed with open arms. She could learn from the older members like Makarov and Mirajane, and bond with the younger ones like Romeo. Her magic skills would also contribute to the guild's strength during battles or when helping the town.
In a fanfiction of Natsu and Lucy at the spa, the spa could be a place where they face some challenges too. Maybe there's a villain who tries to disrupt the peaceful spa environment. Natsu and Lucy would then have to use their skills, not just in combat but also in keeping the other guests calm. Natsu's fiery nature and Lucy's intelligence would work together to solve the problem, all while still in their spa robes. And in the end, they might realize they make a great team even in such an unexpected place.