It's normal and useful to have a friendly relationship with the people you work with.
People are not robots, and having friends at work helps maintain a healthy emotional state, which in turn helps one stay engaged and focused at work.
If your relationship with someone is friendly, then it makes it easier for you to approach them for assistance or advice on something, and vice versa.
Don't be afraid of making friends with people from work, if that's something that you want. According this article, 10% of Americans met their spouse at work between 2005 and 2009. There's nothing inappropriate about becoming friends with people at work.
On the otherhand, if you would prefer not to have a relationship (whether romantic or plantonic) beyond your professional relationship with this person, then you can just keep things friendly but not overly intimate. For example you can chat about:
- The weather
- Your hobbies
- The latest movie you've seen.