Bronte creates a mood of suspense and impending doom from the beginning of chapter 3 by describing the room.
At the beginning of chapter 3, we get hints that something terrible has happened in this house.
[She] recommended that I should hide the candle, and not make a noise; for her master had an odd notion about the chamber she would put me in, and never let anybody lodge there willingly. I asked the reason. (ch 3, p. 14)
Lockwood does not understand why Heathcliff does not let anyone use that room. The reader knows that as the story goes on, we will learn what happened and it will not be pleasant.
At this point, Lockwood goes to sleep. When he wakes up, he finds a diary. The description of the diary further foreshadows the suspenseful and spooky story that the reader is about to hear.
In vapid listlessness I leant my head against the window, and continued spelling over Catherine
Earnshaw—Heathcliff—Linton, till my eyes closed; but they had not rested five minutes when a glare of white letters started from the dark, as vivid as spectres—the air swarmed with Catherines…. (ch 3, p. 14)
Not telling the events of the story in order adds emotional impact. By telling the story this way, we know that something is going to happen before it happens. This framing, typical of Victorian gothic tales, gives the reader goose bumps before even knowing what the story is going to be about. We are ready for a sad and spooky tale to go with this sad and spooky scene.