What things do the McClellans do which cause them to be classified as peculiar?
The main thing that is weird or strange about the McClellan family (and especially Clarisse) is the fact that they like to just hang out together and talk. They do not watch the parlour walls and they do not go do violent things at the amusement park.
For example, the first time we see Clarisse, she asks Montag about himself -- she just wants to talk. As they walk along, we find out that the lights are all on in her house. They are on because her parents and her uncle are just sitting around talking rather than doing something more "normal."
So the basic idea is that the McClellans would be a pretty normal family in our society. They hang around with each other and talk to one another instead of just going out and doing all the kinds of "entertainment" that are normal for this society.
The McClellan family is seen as strange for various reasons. Many of the things Clarisse says are especially strange in the world that Bradbury created. She asks questions that require thought and wants to know things merely out of curiosity or interest. Also, many of the things she says are things she picked up from her uncle, another member of the McClellan family.
Also, Montag is shocked by how the McClellan family keep their lights on for hours because they are all sitting inside talking. To Montag, the concept of talking just for pleasure is hard to understand. He cannot even fathom the contents of such a conversation. The McClellan family, rather than partaking in the thrilling activities that are accepted as normal by everyone else, like to relax, think, and talk. This is seen as very strange by the rest of the society in this book.