In the first few chapters of Wuthering Heights, Lockwood acts in some capacity as an audience surrogate. He is an outsider to the rural setting, he does not know any of the characters, and, most significantly, he brings particular assumptions about his new living situation that turn out to be wildly inaccurate. This last feature is most prominent of all regarding his relationship with Heathcliff.
Lockwood and Heathcliff's relationship is comical due to Lockwood's almost willful misperceptions. When he meets Heathcliff in the first chapter of the novel, the genial Lockwood imagines the two of them are kindred spirits, since Heathcliff lives as a recluse and Lockwood claims to want such a situation for himself. Their first encounter illustrates just how misaligned they are in terms of personality:
In all England, I do not believe that I could have fixed on a situation so completely removed from the stir of society. A perfect misanthropist's Heaven—and Mr. Heathcliff and I are such a suitable pair to divide the desolation between us. A capital fellow! He little imagined how my heart warmed towards him when I beheld his black eyes withdraw so suspiciously under their brows, as I rode up, and when his fingers sheltered themselves, with a jealous resolution, still further in his waistcoat, as I announced my name.
"Mr. Heathcliff?" I said.
A nod was the answer.
"Mr. Lockwood, your new tenant, sir. I do myself the honour of calling as soon as possible after my arrival, to express the hope that I have not inconvenienced you by my perseverance in soliciting the occupation of Thrushcross Grange: I heard yesterday you had had some thoughts—"
"Thrushcross Grange is my own, sir," he interrupted, wincing. "I should not allow any one to inconvenience me, if I could hinder it—walk in!"
Lockwood comes off as deluded in more ways than one here. Firstly, he claims to be a reserved person, but here, he is talkative and friendly. By contrast, Heathcliff is gruff and to the point, even interrupting Lockwood when he talks too much. This difference will be further elaborated at Wuthering Heights, where Lockwood insists upon conversation and tea with his inhospitable hosts. Secondly, Lockwood tries to flatter himself by claiming he is like the rugged Heathcliff. Later in the first chapter, he even admits to projecting his own personality onto Heathcliff when he tries handwaving his landlord's rude behavior as "an aversion to showy displays of feeling" rather than genuine bad temper.
Lockwood's favorable impressions of Heathcliff are not without precedent, as the reader will come to see. Isabella Linton marries Heathcliff despite his violent behavior because she views him in a similarly romanticized light. Both Lockwood and Isabella project idealized images onto Heathcliff, infusing him with a nobility that is not at all part of his cruel, calculating character.
For his part, Heathcliff seems to dislike Lockwood, though no more than he dislikes most anyone else. Lockwood is gossipy, intrusive, and over-social, the total opposite of Heathcliff's withdrawn nature. Heathcliff puts up with Lockwood because he is the tenant of Thrushcross Grange, but he does not feel the need to be polite to him at all. He even lacks sympathy when his dogs attempt to attack Lockwood upon their arrival at Wuthering Heights. However, he is still able to keep Lockwood's favor once they sit down and talk about the Grange over wine. Heathcliff's intelligence and "laconic style" win Lockwood over despite his darker traits—very much the same way readers are often spellbound by Heathcliff despite his cruelty.