Pip grows weary of Mrs. Joe and Pumblechook's interrogation of the time he has spent with Miss Havisham. He does not want to tell them about her real life, the cobwebs and faded wedding dress. Instead, he tells the pair that he and Miss Havisham enjoyed a day of extravagant treats, wine and cake and merriment. He gets caught up in the lie, and continues to lie, making "up a story about Miss Havisham sitting in a black velvet coach, huge dogs eating veal-cutlets out of a silver basket, and playing with flags."
The "lie" is found in Chapter 9.