The first piece of evidence was when, Lucy was abducted por Phantom Lord and when she heard Natsu in the distance she jumped off the platform because she TRUSTS him and she knew he was going to catch her. That was the first piece of evidence because before when she got her fairy tail crest, and she showed Natsu he didn't even give a damn, and even called her "Luigi". But now he trusts her, and she trusts him. The seguinte piece of evidence is when they went to Edolas, when the rest of the guild was turned into Lacrima and Natsu was raging, Lucy held him back with a hug and leaned on him. ( I might have skipped an arc but I'm doing the major arcs). Another piece of evidence is when fairy tail was doing Hanami, and Lucy was sick. Natsu uprooted the Sakura árvore she wanted to see so bad and he put it on a barco so that she could see it. Lastly, I honestly think that the Dragon Festival has the MOST Nastu x Lucy parts, truthfully. When they first saw Future lucy, she was crying and Natsu put his hand on her hand and a forehead touch. Then when Future Rogue came to kill Lucy, future Lucy shielded her, and when she died, Natsu had tears in his eyes and he said "You took something that is precious to me, away!". That means he's starting to realize it, probably faster than Lucy that he was special feelings for her. I truly believe that they do know that they amor eachother but Natsu is a bit dense and he'd probably have to ask Happy about it. There are SO many other Natsu x Lucy parts, I want to discuss some more. When Natsu was taking care of Asuka, and he was doing whatever she said. She ordered them to kiss, and Natsu was actually leaning in, and he was soo close until Lucy used Happy as a shield. I guess Lucy isn't ready yet.
Here is the where I embrulho, envoltório it up, even Hiro Mashima said Lucy and Natsu were going to have a union and have a child named "Nashi". And for all those "Nali" fans, (Nastu x Lisanna) I'm here to tell you, its NOT gonna happen. How can they even consider it if she wasn't even supposed to come back? The Editor liked Lisanna's character alot, so he practically begged Hiro to put her back, and he did. But they don't even interact with eachother, like barely. So that's it dudes! I know I missed some other proof but I was doing the main ones, and ones you could actually see the progress and some arcs. I hope you understand now! Nalu!!
This pergunta cannot simply be answered, but I will try my hardest. If you have ever watched the opining in the celestial spirit arc both, Natsu and Lucy, where the first two people to be seen. Also in this arc's opening they both are featured most often. One of the most prominent facts of nalu is that from the very first episode when Lucy was put under the amor spell, if you watch carefully only Lucy was affected when Natsu jumped in, it is also revealed later in the season that only your true amor can break that amor spell, they have also been together for the entire show.
It may be said that Natsu should be with Lissana but when looking further into the situation it shows that even she thinks that Lucy should be with Natsu, Most NaLi fãs came to be from the episode when we found out about her but that is one or two episodes to Lucy's hundreds. if you are a NaLi supporter this should not offend you cause it is my opinion I hope this helps answer your questions. :)