In the very first chapter, Lockwood the narrator and now Heathcliff's tenant at Thrushcross Grange tells us how he disappointed a pretty young girl by not proposing marriage to her after they had become acquainted the previous summer at the sea coast:
I 'never told my love' vocally; still, if looks have language, the merest idiot might have guessed I was over head and ears: she understood me at last, and looked a return - the sweetest of all imaginable looks. And what did I do? I confess it with shame - shrunk icily into myself, like a snail; at every glance retired colder and farther.
So, straightaway Emily Bronte establishes Lockwood as a shy and hesitant romantic.
During the course of the novel he listens very avidly to Nelly Dean's account of the stories of the elder Catherine and Heathcliff and Edgar and Isabella Linton and how the younger Catherine Linton had become a widow. Towards the latter half of the novel it is obvious that Lockwood the narrator has become attracted to the widowed younger Catherine Linton. In Ch.25, Nelly Dean hints to Lockwood that he is in love with Catherine Linton:
I some way fancy no one could see Catherine Linton and not love her. You smile; but why do you look so lively and interested when I talk about her? and why have you asked me to hang her picture over your fireplace? and why - ?'
Lockwood in his heart of hearts would have liked to have fallen in love with the widowed Catherine Linton and married her and taken her back with him to London. He imagines that he is a chivalric knight rescuing a young damsel in distress who has been kept captive by her cruel father-in-law Heathcliff.
In Ch.31 Lockwood visits his landlord Heathcliff to settle his accounts before he vacates Thrushcross Grange and return to London. He sees the pitiable state of the young widow Catherine Linton who is bullied by Hareton who slaps her and throws all her books into the fire. He sees how Heathcliff ill treats her like an ordinary servant - she cooks their lunch but she herself has to eat her lunch with the other servants:
'You [Catherine Linton] may get your dinner with Joseph,' muttered Heathcliff, aside, 'and remain in the kitchen till he is gone.'
She obeyed his directions very punctually: perhaps she had no temptation to transgress. Living among clowns and misanthropists, she probably cannot appreciate a better class of people when she meets them.
The ill treatment of the young widow Catherine Linton arouses all his romantic love and passion for her and as he returns after taking leave without having a last glimpse of her, he muses:
'How dreary life gets over in that house!' I reflected, while riding down the road. 'What a realisation of something more romantic than a fairy tale it would have been for Mrs. Linton Heathcliff, had she and I struck up an attachment, as her good nurse desired, and migrated together into the stirring atmosphere of the town!'
What Lockwood means by these lines is that it would have been very fortunate if only he had summoned up enough courage to court and propose marriage to the young widowed Catherine Linton. Then the story would have ended just like a fairy tale in which the knight in shining armor rescues a damsel in distress from a castle in which she had been kept prisoner by a giant or an ogre.
But then, Lockwood after all is a shy and uncertain lover and this was not to be!