This room is the famous room that Miss Havisham has kept as a reminder of how horrible it was when she was "left at the altar." The most startling thing about it is how it contains the rotting remains of the feast that people were supposed to enjoy after her wedding. There are mice and spiders all over everything, for example. The wedding cake is beyond recognition -- Miss Havisham points it out to Pip.
Miss Havisham also tells him that she intends to be laid out in that room after she dies.