"could ever have been friends with Gellert Grindelwald. I think her mind's going personally! Lots of love, Lily"- DH
It had to have been Bathilda, and she had to have been referring to Albus's friendship with Gellert (Grindelwald)
So why do you think that Bathilda told Lily about that?
Was it Bathilda reminiscing? A lesson? A bit of hidden history? Part of a conversation about Dumbledore?