Vera is creative. After she learns that Mr. Nuttel does not know anything about her aunt, Vera knows she can say anything and he will not be the wiser. She quickly comes up with her elaborate story about the tragedy of Mrs. Sappleton's husband, two brothers, and their dog. She tells the story compellingly and with acute acting skills:
Here the child's voice lost its self-possessed note and became falteringly human. "Poor aunt always thinks that they will come back someday, they and the little brown spaniel that was lost with them, and walk in at that window just as they used to do. That is why the window is kept open every evening till it is quite dusk."
Vera is also quick to create a story about why Mr. Nuttel ran away upon seeing the men return.
Vera is bored. This is an assumption, but she is fifteen years old, stuck in a house in the middle of the country. She has her aunt and uncles, but there is no mention of a friend her age or a companion nearby. Boredom is one possible cause for her habit of making up stories. If you add boredom and creativity together, she has two reasons to make things up.
Vera proves herself to be manipulative or simply put, a liar. Again, she may be making these things up out of boredom and as a way of exploring her creativity. But lying about something so tragic is inappropriate to say the least. She seems to enjoy the creating aspect of lying but the stories she comes up with are morbid. So, either she is exploring morbid things in the act of being creative or she is actually being quite malicious.