The problem with Charles Baker Harris, also known as Dill, and his stories is that he has a vivid imagination and does not always tell the truth. In chapter fourteen of To Kill a Mockingbird by Harper Lee, Maycomb is in a bit of an uproar over the upcoming Tom Robinson trial, and the Finch household is in a bit of a turmoil because of Aunt Alexandra's rather contentious presence in addition to the trial.
Dill chooses this night to show up; Scout and Jem discover him hiding under her bed. When a speechless Scout asks how Dill got here, his first story is outrageous.
Having been bound in chains and left to die in the basement (there were basements in Meridian) by his new father, who disliked him, and secretly kept alive on raw field peas by a passing farmer who heard his cries for help (the good man poked a bushel pod by pod through the ventilator), Dill worked himself free by pulling the chains from the wall. Still in wrist manacles, he wandered two miles out of Meridian where he discovered a small animal show and was immediately engaged to wash the camel. He traveled with the show all over Mississippi until his infallible sense of direction told him he was in Abbott County, Alabama, just across the river from Maycomb. He walked the rest of the way.
Neither Jem nor Scout believes anything about this story, and Jem calmly repeats his sister's question. This time Dill gives a more likely explanation of how he actually traveled the three hundred miles to Maycomb.
It is not until later, after his parents have been called and Miss Rachel allows Dill to spend the night with the Finches, that Dill tells Scout why he left--and we believe him. He tries to explain that his parents do not hurt him or do anything particularly awful to him, but he is quite aware, even at the age of six or seven, that his parents do not particularly want him around. He does not use this word, but we would say they are indifferent to him.
Scout has no real understanding of this, as she knows she is vital to her family, In fact, she wonders what
life would be if Jem were different, even from what he was now; what I would do if Atticus did not feel the necessity of my presence, help and advice. Why, he couldn’t get along a day without me. Even Calpurnia couldn’t get along unless I was there. They needed me.
Dill tries very hard to explain it to her, but he does not really have the right words. He says,
“Oh, they ain’t mean. They kiss you and hug you good night and good mornin‘ and good-bye and tell you they love you—"
Despite that, his parents make it clear to their son that they do not want to be bothered with him. He is supposed to stay in his room and play with the things they have given him or read the books they have bought him or go outside and play ball with other boys--anything but hang around the house and worry them. He is not abused, but he does not feel wanted, so he came here.
Scout's family is nothing like Dill's family, of course. While Atticus may be distracted at times and refuses to play football in the church league with Jem, we have seen too many moments where Atticus is with his children in personal and important ways. Scout learns to read on her father's lap rather than being sent to her room with a book, for example. This is a family that interacts and talks and disagrees and loves, and it is a sharp contrast to Dill's rather closed-off and impersonal family dynamic. No wonder Dill would rather be here.