Atticus "dryly" gave Jem this warning on the night of Miss Maudie's house fire following their discovery that "all of Maycomb was out tonight." After the fire was brought under control, Atticus noticed that Scout had a blanket draped across her shoulders. He knew that she had not left the house with it, and he had sternly told them not to leave their spot in front of the Radley house. When the children protested, telling Atticus they had not moved, their father grinned, realizing that the blanket must have been placed upon Scout by Boo.
My stomach turned to water and I nearly threw up when Jem held out the blanket and crept up to me. "He sneaked out of the house--turn 'round--sneaked up and went like this!"
It was then that Atticus gave Jem his warning to "not let this inspire you to further glory..." Atticus simply meant that he did not want his son to continue his quest to "make Boo come out"--to get a peek at Boo. Jem didn't need the warning. He had already come to understand that Boo was not a threat to them--that he wanted to be their friend--but he was in agreement with Atticus to allow Boo his privacy; if he wanted to be seen, he would have made himself known. As Jem sadly told Scout,
"... if you'd just turned around, you'd a seen him."