In chapter 1, Heathcliff and Lockwood first briefly discuss Thrushcross Grange, which Lockwood is renting and Heathcliff owns. They then converse about the pack of dogs that threatens Lockwood when he is left alone.
Lockwood is upset at an attack from the dogs when he makes faces at them. At first, Heathcliff, just having come up with Joseph from the cellar with some wine, brushes off the incident, saying the dogs did the right thing. Then, as he realizes how upset Lockwood is, Heathcliff smiles, offers him wine, and notes how rare it is for him to have guests, trying to calm his guest's ruffled feathers. But Lockwood also perceives that Heathcliff is laughing at him. Finally, Lockwood reports that they talk about the environment of Thrushcross Grange, what Lockwood calls "the advantages and disadvantages of my present place of retirement." Lockwood finds Heathcliff very knowledgeable on the subject.
Much is established by this early dialogue: we can surmise that Lockwood must have money to be able to rent a grange, that Heathcliff owns two homes, and that Heathcliff is a harsh, unfriendly person. We also learn that Lockwood, who wants to regard Heathcliff as a "capital" person, is poor at reading people.
We as readers can see, too, perhaps far more than Lockwood, that he has stumbled into a frightening, inhospitable situation.