Natasha grumpily asks Daniel if he was following her, and he suggests that maybe he was meant to save her life. She ignores this and tries to evade him when he asks for her name. Finally, she tells him her name. They stand awkwardly as Daniel looks at her. When she calls him out, he blushes, and she notices that he's handsome and even has a sexy ponytail. Natasha thinks she'd like to tease him to make him blush.
Now that Natasha's headphones are gone, she's forced to engage with Daniel. The fact that she receives instant gratification by noticing how attractive he is will possibly help her believe that connecting with others isn't necessarily a bad thing, even if it is uncomfortable at first.
When Daniel accuses Natasha of staring, she asks why he's wearing a suit. He explains that he has an interview with a Yale alumnus, and invites her to get something to eat or drink. When Natasha asks why he wants to get something to eat, he remarks that she owes him her life now. She darkly says that he doesn't want her life.
Though Natasha has no real reason to tell Daniel about her immigration situation at this point, not telling him here sets a dangerous precedent for the future. In this way, it shows that not connecting and confiding in someone can have horrible consequences.