After Pip's first meeting with Miss Havisham, he is ashamed of his circumstances, of his family, and of his own rough, ungentlemanly ways. Before he went there, he narrates that he was constantly frustrated with the way that his family and their friends teased him, analyzed him, insulted him, and took every aspect of his life and hashed it out in detail, making fun of it and making it seem like it was worthless. The greatest instigator of these conversations were the insulting comments of Uncle Pumblechook, whom Pip's sister deferred to in all things because of his slightly higher social rank. He would come over and humiliate Pip constantly, and Pip's sister would let it happen out of respect for his rank.
So, when his sister asks about Miss Havisham, he doesn't want his special experience that had so personally altered him to be out there in the open, to be openly mocked. Also, they had heard such fantastical rumors about Miss Havisham, that he felt that the truth, the very sad truth of her state, would be a disappointment to them. So, lying and exaggerating was easier, and got them off of his back for a while. If he could get them going on some tangent, it meant that at least they weren't questioning him, and he could be left alone with his thoughts of inferiority, and to process the experiences that really occurred. He wanted to keep his world at home separate from the strange and dazzling world at Miss Havisham's. I hope that those thoughts helped; good luck!