Why do you think the little girl had such a strange reaction to him

The little girl knew he was different.... that he didn't belong. Most of the townspeople reacted the same way. The only person that was aware he was different was Hank Morgan himself.

"..... but when she happened to notice me, then there was a change! Up went her hands, and she was turned to stone; her mouth dropped open, her eyes stared wide and timorously, she was the picture of astonished curiosity touched with fear. And there she stood gazing, in a sort of stupefied fascination, till we turned a corner of the wood and were lost to her view."

All of these people stared at me, talked about me, ran into the huts and fetched out their families to gape at me; but nobody ever noticed that other fellow, except to make him humble salutation and get no response for their pains.