Pip expected to marry Estella, but it turned out that his money did not come from Miss Havisham.
Pip is convinced that his fortune came from Miss Havisham. It makes sense, since she is the only rich person he knows. He thinks that he was given the money so that he can become a gentleman and marry Estella. Boy is he wrong.
When Pip realizes that Magwitch, and not Miss Havisham, is his benefactor, he is horrified. First of all, he is the adopted son of a criminal. This is not something that advances him in society at all. Also, he is guilty by association. The worst part, however, is that he doesn’t get to marry Estella.
Miss Havisham's intentions towards me, all a mere dream; Estella not designed for me; I only suffered in Satis House as a convenience, a sting for the greedy relations, a model with a mechanical heart to practise on when no other practice was at hand; those were the first smarts I had. (Ch. 39)
As far as Pip is concerned, most of his life has been a lie. Since he was young he has loved Estella. Since he received his expectations he has assumed that he would marry her. To find out that he was wrong is horrifying. He realizes that he has turned his back on people who did care about him, like Joe, and he didn’t need to.
Another example of the difference between expectations and reality is Magwitch. He gave everything he had to Pip, and considered him a son from afar. Even though Pip had no idea that Magwitch was his benefactor, Magwitch felt pride in Pip’s progress toward being a gentleman. When he arrived, he found that Pip did not exactly welcome him with open arms. Pip was actually horrified of him. Eventually Pip accepted responsibility for Magwitch, and after a while showed him affection, but things were rocky.
Miss Havisham was facing her own battle between expectations and reality. She raised Estella to get revenge on men, and expected her to go out and break hearts and continue to do her bidding. Estella had different ideas though. She married Drummle to get back at Miss Havisham and take herself out of the game.
"You should know," said Estella. "I am what you have made me. Take all the praise, take all the blame; take all the success, take all the failure; in short, take me." (Ch. 38)
Estella was incapable of love. This was what Miss Havisham's training did to her. By turning Miss Havisham's methods against her, Estella gets some small measure of revenge. It broke Miss Havisham's heart (or what little was left of it).
In the end, no one is happy. Miss Havisham, Pip, Estella, and Magwitch are all miserable. They all had high expectations, but reality crushed them.
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