Pip lies to Mrs. Joe and Uncle Pumblechook because he does not want to tell them what happens at Miss Havisham’s house. He does not think they will understand.
When Pip returns home from Miss Havisham’s house, he is a little dazed. The events, and Miss Havisham, are “incomprehensible” to him (p. 46). He is quite sure that if he tells them what actually happened, it would not go well.
I felt convinced that if I described Miss Havisham's as my eyes had seen it, I should not be understood. Not only that, but I felt convinced that Miss Havisham too would not be understood. (enotes etext, Ch 9, pdf, p. 46)
Even though he is quite young and inexperienced, Pip realizes that Mrs. Joe and Pumblechook are vain and superficial. Mrs. Joe is harsh, and Pumblechook "is little more than a stereotype of a snob" (enotes characters). They would never believe him if he told them the truth, and he would probably sustain quite a beating.
So he decides to make up vain and superficial likes that fit what they expect to here, and "makes up a story about Miss Havisham sitting in a black velvet coach, huge dogs eating veal-cutlets out of a silver basket, and playing with flags" (enotes summary, chapters 8-9). He is trying to protect Miss Havisham, and himself.
When Joe confronts Pip later about his lies, he is hurt. Pip feels bad for having lied, but he realizes that Joe would never understand why he had to lie. This is the first division between Pip and Joe as part of Pip's new life.
For the full text the page numbers are from, see here: http://www.enotes.com/great-expectations-text
For the full chapter summary, see here:
For more on characters, see here: