Check out this scenario, although its pretty vague. 5 years after she gave Des the phone number, she discovered something of her father's related to finding a mysterious island. This information also had a mention of something connected to Desmond. Then Penny thought, "wait a minute, didn't Desmond say something to me about an island?"
"Was he in my house asking for my phone number so he could call me in 8 years?"

So you're right, everyone was probably telling her he was dead. But she had this memory, which she wasn't even sure about, that led her to believe something bigger happening and perhaps he was still alive.