In chapter 4, we see that Scout finds two pieces of chewing gum, left in the tree for her and Jem. Jem and Scout are perplexed as to who is leaving these things for them, or if they even are for them. They find several things, but when they find two carved soap figures that look like them, they realize the gifts are for them. After Jem and Scout have ruled out everyone they think it could be, they realize that Boo is the one leaving the gifts for them. This is the first sign that we get that Boo is watching the kids. Jem and Scout want to thank him, but don't know how to do, since they have never seen Boo. They decide the best way to thank him is to write a thank-you note to him.
"Dear sir," said Jem. "We appreciate the--no, we appreciate everything which you have put into the tree for us. Yours very truly, Jeremy Atticus Finch."
"He won't know who you are if you sign it like that, Jem." Jem erased his name and wrote, "Jem Finch" I signed "Jean Louise Finch (Scout)" beneath it. Jem put the note in an envelope."
When Jem and Scout go to deliver the note inside the tree, they realize that the knot-hole has been sealed with cement. Their thank-you note will never be delivered. The children become upset that they won't get to thank Boo for the gifts he had given them. What they don't yet know, is that they will be able to thank him in person, for something far greater than a few odd gifts he had left them. They will get to thank him for their lives.