From the very beginning of the story, Dallas Winston is made out to be a trouble maker. There is no real reason behind anything that he does other than the fact that he likes to make trouble. Unlike the rest of his group, Dally wasn't just a greaser, he was a full-fledged hood. He had been in trouble with the law since he was 10-years-old, he ran with gangs in New York and has no respect for the law. Ponyboy makes reference to his wild ways throughout the story.
"He had quite the reputation. They have a file on him down at the police station. He had been arrested, he got drunk, he rode in rodeos, lied, cheated, stole, rolled drunks, jumped small kids-he did everything."
"We all had money to get in- it only costs a quarter if you're not in a car-but Dally hated to do things the legal way. He liked to show that he didn't care whether there was a law or not. He went around trying to break laws."
When Dally spots Cherry and Marcia at the movies, all he sees is another opportunity to make trouble. The two of them are Soc girls and given the history between the greasers and the socs, he wants to harass them. When Johnny asks him to leave the girls alone, Dally stomps off to find trouble elsewhere. This lets the readers further know exactly the kind of person Dally is.
Dally was just a bad boy from the start not just your average greaser. Also knowing the history between the greasers and the socs he wanted to create trouble
He probably thinks its cool to tease them, and maybe to get attention.