Lockwood goes to Wuthering Heights to tell Heathcliff of his decision to leave Thrushcross Grange. He also carries a letter to Cathy from Nelly, but Hareton intercepts it before he can give it to her. When Cathy starts to cry, Hareton returns the letter.
The incident with the letter gives a hint that Hareton's feelings for Cathy are not malicious. He gets angry at her, but also seems not to want to hurt her.
Lockwood also learns that Heathcliff has taken Cathy's books. Cathy adds that Hareton has gathered some of her favorite books and tries to read them, but she mocks his faulty efforts. Hareton, ashamed, gathers the books and throws them in the fire.
As future events show, Hareton has gathered Cathy's books because he wants to learn to read, to become more civilized.
Heathcliff returns, and says as soon as he enters that Hareton bears such a striking resemblance to Catherine that it causes him physical and emotional pain even to look at Hareton.
Heathcliff wished to be haunted by Catherine. Now he is.
After a rather dull and unpleasant meal, Lockwood leaves. On the way back to the Grange, he muses on how lucky Cathy would have been had she fallen in love with him and let him take her away to a more pleasant place than Wuthering Heights.
Lockwood's musings are delusional. The idea that Cathy would be happy with him, emotionless and "civilized" as he is, is ludicrous.