While not directly stated in the novel, Scout's nickname comes from her innate curiosity and willingness to question why things are the way they are. She teaches herself to read, an indication of her intelligence, and is constantly trying to understand the world around her. She does not hesitate to question others in her search for meaning and information. This is a characteristic encouraged by her father, Atticus, who answers Scout honestly, even when she asks difficult questions, and allows her to be exposed to situations which many other children would be sheltered from. For example, she asks him what "rape" is, & he replies with a definition that does not condescend or mock her.
Scout also likes to explore sides of life that she would traditionally be taught to avoid. She hates wearing dresses, and could definitely be considered a "tomboy". She is eager to accompany Atticus to Helen's house, & to accompany Calpurnia to church. She is blazing a trail for moral justice in her life, making her nickname well-earned.