How did southerners react to Harper's Ferry?

That depends on what you mean.

If you mean the raid on Harpers Ferry led by John Brown in an effort to begin a slave revolt, then many were afraid of a slave revolt and angry with Northerner abolitionists, but at the same time they felt vindicated in their claims that the slaves were content.

If you mean the battle of Harpers Ferry, the confederates were happy because it was a large victory with comparatively little cost. They got lots of weaponry, food, and other supplies (like fresh uniforms, even though they were Union uniforms). They were happy.