In chapter three of Wuthering Heights what is the gruesome dream that Mr Lockwood had?

In chapter three of Wuthering Heights, Mr. Lockwood has a gruesome dream in which he is lying on the threshold of the Grange and a little girl enters the room. The little girl has matted hair and a dirty face and she walks over to the bed and pulls back the covers. Lockwood resists the urge to look inside the covers and instead turns his head away. He hears the girl call him “Come to bed!” But he refuses and the little girl screams and turns into a little dog that bites his cheek and jumps onto his bed.

Lockwood wakes up and realizes the dog in his dream is the same dog he saw when he first arrived at Thrushcross Grange.