Misa takes in everything Lazarus says in silence, and doesn't respond immediately when he asks for her thoughts. She has so many, most of them rooted in confusion. Where to start?

"Kira... What is Kira? I know he's a mass murderer whose identity wasn't clear, but... do you know anything else about it? Why would any person worship a serial killer?"

As for being grateful to a killer, and someone she wanted dead... Misa immediately suspects the man who murdered her parents. That's a common strand between their two lives, and she can't deny having had thoughts like that.