Once they had landed in the Outer World, gotten something to eat finally, and found out exactly what Lina had done to get the town they had been in attacked by a dragon, Zelgadis actually found himself looking forward to the whole thing, ignoring the whole dire-yet-vague prophecy. On reflection, he realized that some of his most favorite memories were when he had been adventuring with Lina, Gourry and Amelia, despite all of the times they had nearly gotten him killed.
It wasn't going to stop him from continuing his original business here, but he wouldn't wander too far afield.