I assume that you are talking about what happens in Chapter 19. This is when Pip first acquires his great expectation.
When this happens, he believes that Miss Havisham is his benefactor. He believes that she plans to make him a gentleman. He thinks this largely because the man who tells him of his new good fortune is Mr. Jaggers. Pip reognizes Mr. Jaggers as a man whom he had seen in Miss Havisham's house back when he used to go there to play with Estella. So he thinks Miss Havisham is behind Mr. Jaggers's coming to see him.
It makes sense to me that Pip would think this. After all, there is this connection, and who else would Pip think might be giving him money?
In addition to his belief that Miss Havisham is to be his benefactor, Pip also entertains the idea that Miss Havisham intends for him to marry Estella. In Chapters 11-13 of Stage One of Great Expectations, Pip uses his ambiguous relationship with Miss Havisham--he wheels her around in her chair, he visits regularly and plays with Estella--to entertain such a hope. When Estella kisses him after he defeats the pale young gentleman, Pip believes that Estella cares for him.
In his self-deception, Pip interprets any time that he is sent for or directed to meet Estella's carriage and escort her as the intentions of Miss Havisham to have them marry. Even in a later chapter when Pip takes Estella to visit Miss Havisham at Satis House where Miss Havisham wickedly asks Pip, "How does she use you?" and Pip remarks that he understad that Estella is set to wreak revenge upon me for Miss Havisham, Pip, in his persistent delusion declares,
I, too was tormented even while the prize was reserved for me. I saw in this the reason for my being staved off so long, and the reason for my late guardian's declining to commit himself to the formal knowledge of such a scheme.