Celie and Shug first become acquainted when Shug comes to stay with Celie and Albert, and Shug is very ill. Celie is sort of fascinated by Shug, as Shug is an incredibly glamorous singer and a woman who is unafraid to stand up to Albert and boss him around. Celie's cooking is so good that Shug will actually eat it, even when she refuses to eat.
Celie combs Shug's hair while Shug is ill, and Shug claims that Celie's fingers scratch out a song in the process. The two of them develop a friendship at first, and they talk about their respective relationships with Albert as well as what having sex with him is like. Celie admits that she has never enjoyed sex with Albert, as her lack of choice in the matter really makes it rape, and Shug is amazed because she loves to have sex with Albert.
Shug begins to wake Celie up in a way, to teach Celie how to live, how to experience and expect pleasure, and so on. The two women grow to love one another, and they develop a fulfilling sexual relationship. For Celie, it is absolutely eye-opening and the first time she has ever experienced physical pleasure through intimacy (as she's only ever been raped, never actually having experienced loving touches).