How does each of the whites react when first hearing the legend of the monkey paw?

Herbert does not take the story seriously and jokes about the idea.

Why, we're going to be rich, and famous and happy. Wish to be an emperor, father, to begin with; then you can't be henpecked.

Mrs. White is intrigued but then dismisses the idea as fiction,

Sounds like the Arabian Nights, ... Don't you think you might wish for four pairs of hands for me?

Mr. White takes the Sargent major's story seriously and is most intrigued by the prospect of a magical paw.

If you've had your three wishes, it's no good to you now, then, Morris, ... What do you keep it for?