Plot in The Lady with the Pet Dog
At this point, the dog has been referred to as a pet dog, a little dog, and now, simply, the dog. The original Russian uses the word собачка (sobachka), which is a diminutive form of the standard word for dog. The dog's role is the story is limited and primarily serves as a way for Gurov to use it to his own advantage in order to introduce himself to the lady.
Anna has realized that her husband isn't coming and feels a surge of freedom. Chekhov uses this description to indicate that she knows what Gurov wants from her, and that she has decided to comply at this point. The following description of her nervous and giddy behavior further again reminds us of her innocence and how this is likely a new experience for her.
Gurov's reaction here sharply contrasts with how neatly he thought their affair had ended when she left Yalta. Not only does Chekhov show us how Gurov's attitude towards Anna has changed in this section, but he also reveals how Gurov will continue to pursue her since he believes their story isn't finished. Chekhov revisits this idea of uncertainty at the end of the story.
In this paragraph, we notice a marked shift in Gurov’s attitude. While earlier in the story, he was certain his affair with Anna would not affect him in a meaningful way, we now see that Gurov can’t stop thinking of her. This shift drives the action of the second half of the story, as Gurov realizes that Anna Sergeyevna means more to him than he had previously thought.