Damon did feel bad that Elena had lost both of her parents. It was a big loss for someone of her age but she seemed to be holding herself together. At least she gave the appearance that she was. He had watched her as she visited her parent's graves in the cemetery. As far as Damon knew, that wasn't normal behaviour for a teenager but if it was what Elena needed to feel a sense of normalcy, then so be it.
Damon didn't want Elena to be afraid of him. He had always enjoyed taunting humans. He considered them nothing more than play toys when he was bored. Other times he struck and the human was none the wiser to his presence. Elena was different though. He didn't want to hurt her. While he would have his fun with her, he wouldn't let anyone hurt her.
"I like being the tall, dark and mysterious Salvatore." Damon gave a grin. "Stefan prefers being boring." He walked around to face Elena. "What do you see him anyways?"