Walking Pokémon reactions basically reflect - and can affect - their Happiness value, as well as their reaction to their environment. You get phone calls from Ethan/Lyra explaining a few areas and possible PKMN reactions, so try that.
But some PKMN react to their immediate environment. Take a Fire-type PKMN to the beach and walk in the water. Talk to it and see it's reaction.
If you ever see that your PKMN dances, it might've found a Golden Leaf. If it seems to have picked up an item, don't take it unless your PKMN's Happiness value is good or high. Take the item to find something for your Fashion Case. If you try to take it away, the PKMN will get mad, but you'll get the item anyway. If you don't take it, your PKMN will play with it. (I think this raises it's Happiness value, but I'm not sure.)
There are basically too many possible reactions to list, because there are so many PKMN, so any types, so many areas, and so many other factors for a reaction.