Dill has not had the supervised and intellectual life that Jem and Scout have experienced. He is the instigator of much of the mischief the three friends get into; he has seen scary movies. He does not seem to have bad relationships with his parents (even though he did run away from home once to return to Maycomb), and he loves his Aunt, with whom he lives during the summers. He just has had a different childhood than have the Finch children.
As for the quote you cite, the boys are both not shy and willing to make friends. The "pulling at the cowlick" is a self-concious kind of thing to do, and probably indicates that Dill is not as confident as his words might say.