We gain our first insight into Catherine and Heathcliff's early relationship through the diary that Lockwood discovers in the closet of Cathy's room at Wuthering Heights. The diary gives us a picture of a devoted, rebellious pair, united in their contempt for the religious zealot Joseph, and for Hindley and his wife Frances who were 'like two babies, kissing and talking nonsense by the hour- foolish palaver that we should be ashamed of.' Cathy and Heathcliff escape together from their 'awful Sunday' by taking the dairy woman's cloak, and having 'a scamper on the moors, under its shelter'.
From this point on, what we know of their relationship reaches us through the narrative of Nelly Dean. Nelly, for all her strengths, is a biased and fallible narrator and we as readers need to evaluate her perspective on their relationship. She tells how Mr Earnshaw brought Heathcliff into the household one night, after a trip to Liverpool, how he was initially resented by Cathy and Hindley, but how soon he and Cathy became inseparable. Nelly declared they would grow up 'as rude as savages'.
The turning-point in their early relationship is when Heathcliff and Cathy go to Thrushcross Grange, and spy on the Linton children through the windows of the house. Heathcliff narrates the story to Nelly, including how they 'laughed at the petted things.'
But when Catherine returns, she has become part of the Linton world.
When Mr. Earnshaw brings Heathcliff home, Catherine resents him at first. She quickly grows to love him, however, and they become inseparable. They spend their days walking and playing in the moors. When Mr. Earnshaw dies, Catherine and Heathcliff find comfort in each other and also in religion. After Catherine is bitten by a dog, she spends time at the Linton home to recover. When she returns, she's a different person. She becomes a lady and decides to marry Edgar Linton. She explains to Nelly that she loves Edgar because he's rich, handsome, and he can make her a great lady. Status and money are now important to her. Even though she says she loves Heathcliff and believes he is her soul mate, she cannot marry him because he isn't socially prominent or wealthy. Since Mr. Earnshaw's death, Hindley had turned Heathcliff into a common laborer and servant. There is too much of a gap in the couple's social status for Heathcliff to overcome. Their passion for each other cannot be denied, however, and Catherine even admits to Nelly she knows in her heart she shouldn't marry Edgar. This shows Catherine's biggest conflict in the novel, choosing between the passionate love she feels for Heathcliff or the safe, wealthy lifestyle that Edgar can provide her.