The day before Slughorn's christmas party, Harry runs into Professor trelawney, who predicts that he will die a little. Confused, he walks away. At the start of the party, he tells Luna as much, and she gets a weird look on her face. Since they only went as friends, Luna starts to ask questions about whom he finds attractive, and then about the "monster in his chest". Harry, at this point, is utterly confused, but goes along with the questions since he remembers that Luna can be deeply insightful.
After that conversation, Luna excuses herself and Slughorn asks something of Harry. He's kinda bored and is glad when Luna reappears and drags him to the dancefloor. Anything but more people sucking up. However, rather than dancing herself, she taps someone she met in the washroom on the shoulder and pushes Harry her way.
With a big smile, Luna watches Harry and Fleur stumble through a few dances before they fall into a rhythm, quietly talking to each other. As for the prophecy, the next time Harry comes across Trelawney (near the end of the year I think), he tells her that she had been wrong, he didn't die a little, he died the little death.