This is honestly one of my favorite scenes early in the manga
because first, we have Gray acting all cool and trying to impress Lucy:
Next, we have Lucy practically flirting with Gray:
Then we have Natsu who was eavesdropping and appears uncomfortable with how Lucy is looking at Gray and their whole conversation in general (jealousy?) :
And then we have Gray admitting he was trying to be cool and Natsu putting him down while Lucy blushes:
I think this scene proves that Gray did have a little bit of interest in Lucy and also Natsu doesn’t like Lucy giving other guys special attention ;)