Readers feel very sympathetically toward Sophy right from the start. Hardy does a very interesting thing with (1) setting to build sympathy toward Sophy, which works in conjunction with the (2) narrator's admiring and kindly tone and with the (3) overall characterization of Sophy as someone of as much worth and value as her complicated hairstyle. He also builds sympathy by suggesting that, though of some station in life, she is somehow (3) neglected by those who love her because she has no lady's maid to attend to her.
In the setting, Hardy places Sophy near the bandstand, thereby associating her with the music and cheerfulness of life, and in a "green enclosure," thereby associating her with the goodness of nature. The first thing we learn about Sophy is the "weavings and coilings" of her hair, which the narrator calls "ingenious art." Sophy's hair is, of course, symbolic of Sophy, and both are represented as being of great value: "the nut-brown hair was a wonder and a mystery."
The narrator's sympathetic tone is especially important when he describes Sophy as being without a maid:
And she had done it all herself, poor thing. She had no maid, and it was almost the only accomplishment she could boast of.
Had the narratorial tone been harsh or condescending or disapproving, we would have thought of Sophy with disapproval, as though she herself were "somewhat barbaric" and uncouth, repellent. Though we do find out she is under-educated and unpolished in social ways, we never think her with disdain--as Randolph does--because the narrator's tone is accepting and kindly and sympathetic. Thus we are inspired to feel the same way about her, and Sophy never does anything throughout the story to cause us to feel otherwise.