Answer:
Jim is stunned when he first sees her because she has cut off her beautiful long hair to buy him a gift. In the story, Jim and Della are a poor couple who want to buy Christmas gifts for each other, but they do not have much money. Della decides to sell her hair to buy a chain for Jim's watch, while Jim decides to sell his watch to buy combs for Della's hair. When Jim first sees Della with her short hair, he is surprised, but he quickly recovers and tells her that her hair will grow back and that he still loves her.