Lockwood the lodger is much like the first-time reader. He's completely lost before Wuthering Heights has even properly begun. We're only in Chapter 2 when we get this exchange. Lockwood has just met, and is somehow courting, the peevish Catherine and is asking her about her pets:
'Ah, your favourites are among these?' I continued, turning to an obscure cushion full of something like cats.
'A strange choice of favourites!' she observed scornfully.
Unluckily, it was a heap of dead rabbits. I hemmed once more, and drew closer to the hearth, repeating my comment on the wildness of the evening.
I see now that there's a good reason so many enthusiastic readers pick up such odd impressions of Wuthering Heights. Emily Brontë has designed the book to achieve exactly that goal. That's why we start the book with Lockwood, someone who knows nothing and gets everything wrong. Brontë deliberately has him misidentify Heathcliff's relationship with both Hareton and Catherine II, which has the effect of rapidly multiplying the number of characters (ghost husbands and parents appear on every side). Because Lockwood is a fool, he makes it harder for the reader to keep everything straight.
I think the changes in register have some of the same effect. The comic tone at the beginning is misleading and, like the confusion about the family relationships, makes it hard for the reader to know which details are important. All of them, sure, but let's not kid ourselves. That pile of dead rabbits should be pretty memorable, but it, like much of the beginning will inevitably become a blur once we launch into the main current of the story.
Lockwood's dream in Chapter 3 is a good example of how this works. Everyone - everyone! - will remember Catherine's ghost at the window, when "my fingers closed on the fingers of a little, ice-cold hand!" But what about the page or two before, when the "famous Jabes Branderham" preaches sermons on the "Seventy Times Seven" sins, followed by a dream-battle in the dream-chapel. All of that stuff is part of the underlying imagery and themes of the novel, while Catherine is part of the plot, so any reader trying to figure out what the heck is going on with this crazy book latches onto Catherine's wrists and forgets the other stuff.
What a confident writer Emily Brontë was. The basic story, the creation of Heathcliff and Catherine, and some of the most famous scenes are fine accomplishments on their own, so there are plenty of rewards for the first-time reader. But Wuthering Heights demands to be reread.