It's possible for a creature an opponent controls to gain infect after Melira enters. For example, your opponent could cast Glistening Oil on a creature, and then Melira's ability and Glistening Oil's ability would be applied in timestamp order, with the most recent effect winning. The damage dealt to you by such a creature won't result in you losing life (because the creature has infect) or in you getting poison counters (because Melira stops them). Similarly, damage dealt to a creature you control by such a creature won't result in damage being marked on the creature or in -1/-1 counters. However, abilities that check whether damage was dealt (such as lifelink or Whispering Specter's triggered ability) will still see that damage.