Regardless of the fan art issue, if you want to sue for copyright infringement in the US, under the current interpretations of the law, you must register your work with the federal copyright office. It's a procedural requirement without which your claim will be dismissed. So if you're worried about someone using your art, register it. If you register it before the infringement, your registration serves as proof of your ownership. You can register with the US office online for $35 and you are not limited in how many pieces you register at once. In other words, you can register thousands of images under one application. If they have previously been published, the process is a bit different, as you're limited to registering in a single application only those items which were published in any one calendar year. The copyright office says that posting online is not necessarily considered publication, so you might want to ask a lawyer about that.

Registering your work would probably also help to prevent the possibility of someone else registering your work under their name and suing you for infringement, which is apparently has and does happen from time to time.

I am not a lawyer and this is not legal advice. It's merely a description of the situation as I understand it.

First, and this is very important: ideas/concepts are not subject to copyright. IIRC There have been a few attempts to patent ideas for creative works instead but AFAIK none has ever stood up. (Note Copyright, Trademark, and Patents are completely different bodies of law with completely different purposes, don't confuse them)

Copyright is best understood a right to prevent copying, not a right to copy. If you create a derivative work, you hold the copyright and can prevent distribution of it. But the copyright of the original work also applies so the holder of that copyright can also prevent distribution. Fan works are generally ignored, which roughly means you'll probably get away with it as they won't notice you, and probably care if they do notice you, and probably won't do any worse than tell you to stop if they do care.

"Copyright" isn't a verb. It's granted automatically when you create the work. You can put a notice on it, take steps to document that you are the creator (such as using a non-repudiation service) and in some jurisdictions you can register your copyright with a government agency. Your friend sounds like an idiot who doesn't know what he's talking about and probably isn't a threat.

The fact that a work is posted on dA is maybe a really, really weak example of documentation. You can post a deviation, then later, replace the file, title, documentation, etc and it will appear with the time stamp of the original. If you could get the admins of dA to provide documentation that the deviation has not been altered (assuming they have the records to do so available to them) that might hold some water in court, but I'm not sure how successful it would be even if dA were both willing and able to do so.

There are "non-repudiation services" that specifically do this sort of thing. You pay them a fee and provide them with a copy of the work. They will then provide some sort of statement that at you had the work at that time. It doesn't prove you are the creator or the copyright holder (not necessarily the same thing) but if you can demonstrate that you had the work before anyone else can demonstrate that they had it, that's evidence that you are the creator. Of course the trustworthiness of the non-repudiation service becomes an issue as corrupt one could easily sell pre-dated timestamps, or just take your money and not provide any sort of documentation when you go to court and call on them.

A lot of non-repudiation services advertise themselves in such a way as to imply that you don't have a copyright at all until you register with them, or that they are equivalent with government copyright registration. They should be very careful not to directly either of these things outright, but they come very close. I wouldn't trust any such service myself.

If your work is fan art, it is already covered by someone else's trademark, and is their intellectual property. You can not own the concepts and ideas, those belong to the original creator, you can only own the individual piece of fanart that you drew.

I would be more worried about someone selling your fanart on the net, claiming to be you, and the original company coming after you for trademark infringement.

Moved this to the General Art forum as it is better suited here.