He's confused for a moment, then understands what Della means from where his own thinking had gone. Nods once he gets it, though Tidus isn't sure if that's what what he should be talking about, at least in terms of messing up. But...

"Yuna, she was my...girlfriend. I thought I could follow her if I faded..." He shrugs a shoulder as weakly as he says, "Guess not."

It's weird to speak about, but it's no secret now. Not with Della.