My question is : I know that GPIO is 3.3v in raspi , and mega IO pins is 5v. In my case i want to send data serially from raspi to mega so i will connect tx from raspi as output to rx in arduino as input. if i do that without other connection just this , can i connect them directly ? raspi will send 3.3v output and arduino will recieve it so i think no damage will occur in both devices and the arduino should detect it as HIGH ? and i want to connect common ground between both devices .. so what do u think ?
You can quite safely connect a Pi GPIO output to an Arduino input.
It will probably work, although technically the logic level is marginal.
Level converters are readily available and cheap and can provide reliable bi-directional connection.