The First Purchase African M. E. Church was attended mostly, or completely, by black citizens. So, Jem and Scout were essentially the white minority when Calpurnia took them there. However, most of the parishioners were respectful and welcoming:
When they saw Jem and me with Calpurnia, the men stepped back and took off their hats; the women crossed their arms at their waists, weekday gestures of respectful attention. They parted and made a small pathway to the church door for us.
The church was called "First Purchase" because it was paid for from the first earnings of freed slaves. Even though Calpurnia, Jem, and Scout were simply going to church in a new location, Lula resented the presence of white children at her church: because of the history of slavery, prejudice, etc. Lula also seems determined to keep the races separate. "You ain’t got no business bringin‘ white chillun here—they got their church, we got our’n."
Although Lula's resentment can be justified or at least sympathized with, she doesn't see that this is an opportunity for the black and white communities of Maycomb to recognize a connection; especially since Jem and Scout are the children of Atticus Finch, the ethical backbone of Maycomb and the man defending Tom Robinson.
Just when Scout thinks that they indeed might not be welcome, Zeebo puts their minds at ease, saying:
Don’t pay no ‘tention to Lula, she’s contentious because Reverend Sykes threatened to church her. She’s a troublemaker from way back, got fancy ideas an’ haughty ways—we’re mighty glad to have you all.