In chapter 5, while Ponyboy and Johnny are in the church hiding from the police, they read Gone with the Wind to pass the time. They are both impressed by the gallantry of the Southern Gentlemen in the book. Johnny compares them to Dally. Ponyboy disagrees. He feels Soda is more like them since he's the charming one and feels Dally is nothing like them because he is rude and ill mannered. Johnny insists Dally is heroic like the Southern Gentlemen because he's always able to stay cool and keep calm. One time Johnny witnessed Dally getting arrested for breaking the windows at school. It was actually Two-Bit who did it, but instead of telling the police it was Two-Bit, he calmly took the punishment for his friend.
Dally gave them a gun, a jacket for Ponyboy and told them a place for them to hide. Thus Johnny think Dally is a hero.