I'm assuming your question refers to when Dill runs away from his family and is found hiding under Scout's bed. Dill was originally excited about his new father. His mother has gotten remarried, and his letters to Jem and Scout have a positive tone.
When they first find Dill, he exaggerates his situation of despair at home, as is typical for Dill-the-dramatic-storyteller. When he talks to Scout later, he reveals that his mother and new step-father are more than willing to by him whatever he wants. However, as soon as he has new toys and possessions, his parents expect him to leave them alone and go play with the new toys. Dill's life has become rather lonely because he now doesn't even have his mother's undivided attention. So, he runs away to the only place that has really felt like home to him.