Lrr: I am Lrr. Ruler of the planet Omicron Persei 8.
Bender: Bite my shiny metal ass!
Zapp Brannigan: If we hit that bullseye, the rest of the dominos will fall like a house of cards. Checkmate.
Fry: That's the saltiest thing I ever tasted, and I once ate a big heaping bowl of salt.
Fry: You named your boil Susan?
Bender: What do you mean "we", flesh-tube?
Fry: You can't give up hope just because it's hopeless! You gotta hope even more, and cover your ears and go blah blah blah blah blah blah!
Zapp Brannigan: Brannigan's law is like Brannigan's love - hard and fast.
Answer: Yes Leela knew from early on that Fry had feelings for her. They were pretending to be a couple in 'A Flight to Remember' from season 1 and Fry tried to get on dates with Leela ever since. She just didn't show signs of the feelings maybe being mutual before some of the later episodes.
Andreas[DK]