As Atticus speaks with Uncle Jack during the time frame that the children are supposed to be in bed, he makes some very intentional statements because he knows Scout is listening in. He tells Jack that he hopes both Jem and Scout will not be affected by the social aspects of his defense of Tom Robinson. He shows that he values both of his children, and after he and Jack have the conversation about his defense, he tells Scout to return to bed. At the end of this chapter, Scout, our narrator, tells us that she realized years later that Atticus was saying all that he said with the intent of her hearing it.
Scout is writing as an adult. This point is important to keep in mind, because the story is a reflection of her childhood experiences as an adult. Based on this point, she realizes that Atticus was speaking to Uncle Jack in a way to allow her to hear.
She therefore learned that Atticus wanted for her not to be affected by the impending trial. Atticus knew that the trial would cause social hardships for his family and perhaps even something worse. What makes this point even more powerful is that overhearing someone gives the semblance of sincerity. So, in a sense, Scout was able to listen to the inner desires of Atticus.
From another perspective, Scout learned that Atticus was not as hands off as a parent. He had a strategy and knew what he was doing. He was guiding both Jem and her in a loving and wise way. In a word, she learned that Atticus was a great father.
That's Chapter 9, not chapter 4
Scout learns that Atticus will always be honest with them and he has nothing to hide. Atticus also seems to be trying to warn her of what is to come because he knows she is listening.