The two most important character changes in Mrs. Dempster occur in these early chapters. The first one relates primarily to her own life while the second, a correlated change, relates significantly to Dunstan.
The first is that a stone-loaded snowball misses Dunstan hitting pregnant Mrs. Dempster instead. This blow alters her perceptions of and interactions with reality thus materially altering her very existence.
The second is that Dunstan feels guilt and responsibility (both misplaced since all he did was duck) and these psychological feelings cause him to entwine Mrs. Dempster in what Blazon says is Dunstan's personal mythology, which Dunstan needs to work out.