Cook is a self-proclaimed hater of mice. In speaking of her policy when it comes to mice in her kitchen, Cook tells Miggery Sow:
If they're alive, kill them. If they're dead, kill them. That way you can be certain of having yourself a dead mouse, which is the only kind of mouse to have.
So when Cook sees Despereaux in her kitchen, based on everything we know about her character, she should become angry, or vicious, or she might even try to hurt Desperaux. Instead, she laughs.
When Despereaux comes into Cook's kitchen, Cook is making soup, something that has been expressly forbidden in the kingdom since the queen died while eating soup. However, Cook is grieving for the loss of the Princess Pea and believes that only soup will cheer her up, so she decides to break the law. When she hears Despereaux, she becomes frightened that someone...
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will catch her making soup and arrest her or put her in the dungeon, the same dungeon whose depths have now claimed the princess. However, it is only a mouse. Despite Cook's hatred of mice in general, in this instance, she is glad to see a mouse because a mouse is unable to arrest her or report her to the king:
"Ho," said Cook. "Ho-hee. For the first time in my life, I am glad to see a mouse in my kitchen.
"Why," she asked, "why am I glad?
"Ho-hee. Because a mouse is not a king's man here to punish me for making soup. That is why. Because a mouse is not a king's man here to take me to the dungeon for owning a spoon. Ho-hee. A mouse. I, Cook, am glad to see a mouse."
A mouse, for once, is not a danger to her or her kitchen, and seeing Despereaux instead of anyone else is a great relief to Cook in that moment.
Cook is, in fact, so relieved that she completely breaks her usual character and shows kindness to Despereaux, talking to him and feeding him soup. They have an unlikely moment of connection with each other as they both feel the grief of the disappearance of the Princess Pea.