Jem tells Scout not to be afraid because he wants to reassure her and protect her in a scary situation. By telling her not to be afraid, he is trying to boost her confidence and help her stay calm in the face of danger.
In Harper Lee's novel, To Kill a Mockingbird Jem tells Scout that he fears, their father, Atticus will get in trouble. Jem fears this because he thinks the group of men were apart of a mob that was upset about Atticus helping Tom Robinson.
He's not afraid to do it, it's just that Atticus told him not to
When Dill ran away and came to Scout for help she was prepared to hide him. When Jem found out, he immediately told Atticus, thus driving a deeper wedge between Jem and Scout.
Jem and Scout were told not to shoot at mockingbirds by their father, Atticus Finch, because it is a sin. Mockingbirds symbolize innocence and purity, and it is considered wrong to harm them as they do no harm to anyone.
Scout found out what happened at Tom Robinson's house by following Atticus to the jail where a group of men were attempting to harm Tom. She, Jem, and Dill arrived just in time to witness Atticus diffusing the situation with his calm demeanor and determination.
Scout identifies the body as Jem because she recognizes his pants and shoes, the same ones he was wearing earlier that night. Additionally, Scout is able to confirm his identity by feeling his hair and the contours of his face.
In "To Kill a Mockingbird", Scout is surprised by Jem's outburst at Mrs. Dubose's house. She is taken aback by his anger and realizes the depth of his feelings towards Mrs. Dubose. Scout struggles to understand Jem's actions but ultimately comes to appreciate the complexities of his character.
Jem and Scout lie to Atticus about their nighttime visit to the Radley house, which resulted in Nathan Radley shooting at them. They told Atticus that they were playing a prank on a schoolmate instead.
Jem told Scout to put a blanket out on the back porch so they could have a picnic while watching the trial of Tom Robinson.
Dill told Atticus that they were just having lunch.
Jem is in the sixth grade and Scout is in the first grade at the beginning of the novel "To Kill a Mockingbird" by Harper Lee.
Scout cries after returning because she is scared and she has been overwhelmed. She is probably afraid as well because she doesn't know whether or not Jem is alive.