When Lockwood has dinner at Wuthering Heights for the first time and meets the household, he keeps blundering as he tries to figure out everyone's relationships. He first assumes that Cathy (Linton's widow and Heathcliff's daughter-in-law) must be Heathcliff's wife and then, once corrected, falsely assumes that she's married to Hareton. This is an instance of situational irony because the relationships are not what he, or the reader, expect. 

‘Mrs Heathcliff is my daughter-in-law,’ said Heathcliff, corroborating my surmise. He turned, as he spoke, a peculiar look in her direction, a look of hatred unless he has a most perverse set of facial muscles that will not, like those of other people, interpret the language of his soul.

‘Ah, certainly—I see now; you are the favoured possessor of the beneficent fairy,’ I remarked, turning to [Hareton].

Lockwood's blundering throws the reader right in with his own disorientation and confusion; though readers don't know who's who any better than he does, they now understand that this is going to be a complicated story. The "look of hatred" that Heathcliff throws at Cathy reveals generations' worth of pent-up rage, foreshadowing the strife and revenge to come when Nelly tells Lockwood the families' backstory.

The irony in this passage has its humorous side, as the reader pities Lockwood's inability to say anything right; his elevated gentleman's language ("the favoured possessor of the beneficent fairy") doesn't match the rural Yorkshire setting or the animosity-filled family atmosphere.  Besides tasting the palpable awkwardness, readers are also primed to pay close attention to the narrative in order to untangle these relationships—and to understand how they grew so embittered.