Early in Harper Lee's coming-of-age novel in the American South during the 1930s, readers are introduced to the main characters. The novel's narrator is six-year-old Jean Louis "Scout" Finch. Her brother, Jem, is three years older--a considerable margin at that period of life. And, while Jem and Scout do not always get along, as will be seen in Chapter 14, when Scout physically attacks her brother out of anger at being bossed around by Aunt Alexandra and by Jem, she does look up to him as an older, wiser figure. Despite that later explosion of violence between Scout and Jem, the young girl clearly respects her older brother, and is accustomed to listening to him in manners of personal conduct.
Early in Chapter 4, Scout describes passing the Radley house, which figures prominently in Lee's narrative, but detouring onto the Radley property to extract a small, shiny item from the hole in a tree trunk. What she finds is chewing gum, which she innocently begins to chew. Her brother's reaction is described in the following passage: "Jem came home and wondered where I got the gum. I finally told him that I found it in the Radley’s tree. Jem yells, 'Spit it out right now! Don’t you know you’re not supposed to even touch the trees over there? You’ll get killed if you do!' and I obeyed." So, it is established that Jem is an important figure in Scout's life, not just as a sibling, but as an older, more experienced (all things being relative) figure of some measure of authority--an image bolstered by Jem, and Dill's, repeated efforts at drawing out the reclusive Boo Radley.
The Radley house and the repeated efforts at taunting or drawing out Boo would allow for additional instances of bravery on the part of Jem, as when he is forced to sneak out of his bedroom late at night to retrieve his pants from the fence where they had gotten snagged earlier in the day. As Scout describes her emotions: "I was scared to let Jem go back there alone in the middle of the night, but he went anyway. After a while, he came back and crept into bed. Thank goodness!" While Jem would certainly display a variety of emotions during the course of the story, including fear, anger and sadness, he was still Scout's big brother, and a figure upon whom the young girl could count. Perhaps that was why, in the context of Scout, Jem and Dill's game of pretending to be the Radleys, Scout would observe, "Jem was a born hero."
The children's game required each of them to portray multiple figures from their lives, but Jem was always a figure of authority who would display attributes he would exhibit 'for real' in the book's closing passages. Bob Ewell's attack on Jem and Scout provided an opportunity for the by-now 13-year-old boy to attempt to protect his younger sister. That he would suffer a broken arm and be rendered unconscious, with Boo Radley revealed as the hero of the night, did not diminish Jem's heroism in the eyes of his sister.
Good question. This idea of Jem being the hero comes from chapter four. Within in this context, Scout recounts how she, Dill, and Jem spent the summer. They used to act out various dramas. Dill would be the villain, Scout would (reluctantly) play a lady, and Jem was always the hero. Here is the text from the book:
Dill was a villain’s villain: he could get into any character part assigned him, and appear tall if height was part of the devilry required. He was as good as his worst performance; his worst performance was Gothic. I reluctantly played assorted ladies who entered the script. I never thought it as much fun as Tarzan, and I played that summer with more than vague anxiety despite Jem’s assurances that Boo Radley was dead and nothing would get me, with him and Calpurnia there in the daytime and Atticus home at night. Jem was a born hero.
These words seem very innocent; Scout is just playing with Dill and Jem. Little does she know that Jem would be a hero. At the end of the book, when Bob Ewell attacks her, Jem comes to the rescue with no thought for his own safety. Jem could have been killed, as Bob was drunk and was really out for blood. Jem broke his arm and was knocked out unconscious. From this perspective, Jem was a born hero.