It seems like the whole of Maycomb has turned out either to watch or fight the deadly fire ravaging Miss Maudie's house on this cold winter's night. Scout's there among the crowd, standing by the Radleys' gate, shivering on the sidewalk in the frosty air. Suddenly, someone places a nice warm woolen blanket on her shoulders. Scout is too engrossed by the fire to notice. It's only when she gets back home later that she realizes that she's been wearing a blanket all this time.
It's soon established, largely by a process of elimination, that it could only have been Boo Radley who draped the blanket over Scout's shoulders. Nathan Radley was helping to fight the fire, so it couldn't have been him. That just leaves Boo. Atticus wants to take the blanket back, but Jem's scared of Mr. Radley—that's Nathan, not Boo—as he thinks he's crazy. Thankfully for him, Atticus doesn't insist on returning the blanket.
You’re right. We’d better keep this and the blanket to ourselves. Someday, maybe, Scout can thank him for covering her up.