What "links" in Pip's "chain" are begun the day he visits Satis House?

I think that Pip is beginning to be chained to his illusion of being a gentleman. All the talk of gentry, benefactors and schooling in the finer art of society begin Pip on his way to eventual disappointment.

This pertains to the way that Pip will link together certain kinds of information from his time at Satis House and continue doing so in the future as he forges connections with the different people he meets and the level of society he walks in. Satis House was the beginning of his future.

The link with Estella and unrealized love is also a factor.

You are correct Jill, I also felt though that these links (connections) eventually lead to disappointment because Pip finds out that being a gentleman (in Victorian context) is largely an illusion.