When Bigger was in the kitchen with Peggy and she was making him dinner. They were getting to know each other and that's when Peggy told Bigger about Mr.Green and what the Dalton family did for him
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Peggy is the Irish-American housekeeper for the Daltons and, like Max, can empathize with Bigger's status as an "outsider" she also hides her dislike of African Americans and treats bigger nicely.
Peggy really doesn't feel this way; she sees herself as better than he is and talks about her employers and their benevolence as if she's partly responsible for it. Peggy is deceitful, and her actions are aimed at getting Bigger to help her rather than a true display of feelings. Actually, her little bit of trickery unveils the furnace Bigger will use to incinerate Mary's body......