He had begun being unfaithful to her long ago – had been unfaithful to her often, and, probably on that account, almost always spoke ill of women, and when they were talked about in his presence, used to call them "the lower race." (1.4)
Compare this to the story's conclusion and consider how greatly Gurov has been changed by his relationship with Anna.
In his appearance, in his character, in his whole nature, there was something attractive and elusive which allured women and disposed them in his favour; he knew that, and some force seemed to draw him, too, to them. (1.5)
Gurov is not only transformed by his love for Anna, but educated by it as well. The ignorance that characterizes him in the earlier stages of the story will by replaced with a sense of awareness and wisdom in its conclusion.
Anna Sergeyevna looked through her lorgnette at the steamer and the passengers as though looking for acquaintances, and when she turned to Gurov her eyes were shining. She talked a great deal and asked disconnected questions, forgetting next moment what she had asked; then she dropped her lorgnette in the crush. (2.3)
We can tell from Anna's nervous actions that she knows what's coming. It's almost as though she's already given in to the affair, before it has taken place.
[…] he told Anna Sergeyevna how beautiful she was, how fascinating. (2.33)
Does Gurov really feel this way at this point in the story, or is this just part of his seduction?
He was genuinely warm and affectionate with her, but yet in his manner, his tone, and his caresses there had been a shade of light irony, the coarse condescension of a happy man who was, besides, almost twice her age. (2.40)
Gurov still has his reservations about Anna, even after he's begun falling in love with her.
She sat down in the third row, and when Gurov looked at her his heart contracted, and he understood clearly that for him there was in the whole world no creature so near, so precious, and so important to him; she, this little woman, in no way remarkable, lost in a provincial crowd, with a vulgar lorgnette in her hand, filled his whole life now, was his sorrow and his joy, the one happiness that he now desired for himself, and to the sounds of the inferior orchestra, of the wretched provincial violins, he thought how lovely she was. He thought and dreamed. (3.26)
Anna has completely transformed the way Gurov thinks about women.
In another month, he fancied, the image of Anna Sergeyevna would be shrouded in a mist in his memory, and only from time to time would visit him in his dreams with a touching smile as others did. (3.3)
Gurov is completely unaware of the depth of his feelings for Anna.
Had he been in love, then? Had there been anything beautiful, poetical, or edifying or simply interesting in his relations with Anna Sergeyevna? And there was nothing for him but to talk vaguely of love, of women, and no one guessed what it meant. (3.4)
Gurov doesn't know what love is because, as he concludes at the story, he's never been in love before – even with his wife. This naiveté explains much of his confusion when it comes to Anna.