In chapter 6 Scout says, "It was then, I suppose, when Jem and I first began to part company." What does she mean?

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Jem and Scout are about four years apart in age. As Jem approaches puberty, he will seek the company of boys more, doing the deeds that boys do and girls never understand. Jem's maturity level also begins to separate him from Scout as he understands what Atticus means when he warns them off of the Radley family and takes on the representation of Tom Robinson. Scout merely obeys her father because she knows he is the authority figure. Scout is too young to understand that the male/female roles of the time period will begin to separate her from her brother. Scout is relegated more and more to sitting with Miss Maudie and Calpurnia (later Aunt Alexandria). The gender roles were much more defined in those times. Now, girls and boys can be friends and share some adventures together as the gender roles are much less stringent. Scout is young enough that she can be a tomboy, but the time of skirts and lady-like interests will be coming her way within a few years. 

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In this particular scene, Jem has decided to go back to the Radley House in the middle of the night to retrieve his lost pants. The three children had previously been surprised by a shadow on the Radley Porch (probably Boo himself), heard a shotgun blast above their heads, and had to explain why Jem was standing in his underwear. Scout was full of "bewilderment" at Jem's decision to return to the Radley's once again. She feared for his safety, and she waited up for him.

    There he was, returning to me.

Jem returned to his cot, trembling. It had been an exciting night for Jem, Scout and Dill.

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In Chapter 6 of To Kill a Mockingbird, Scout senses that changes are taking place in Jem. After they are caught sneaking around the Radley house and Jem's pants catch on a fence after he attempts to peer into a window, and Mr. Radley's shadow appears, then fires off a shotgun.  Of course, Jem has had to climb out of his pants; when the children are caught in their mischief by Atticus, who comes out after the gun blast, Dill lies, telling the adults that they were playing strip poker.  Jem mitigates this lie by saying that they were playing with matches, instead.  At this point, Scout declares,

I admired my brother.  Matches were dangerous, but cards were fatal.

 However, later, in his maturation, Jem becomes brave enough to retrieve his pants from the fence at the Radley house where earlier he tried peeking in the window.  Before he goes, he tells Scout that he does not want to get into trouble with Atticus, and if he leaves his shorts on the fence, he certainly will.

Maybe so, but--I just wanta keep it that way, Scout.  We shouldn'a done that tonight, Scout.

It is then that Scout declares that they first began to part.  She has had moments of incomprehensibility of Jem, but this is a major moment, for she does not understand his guilt and his acknowledgement of the attitude of Atticus, that they should be respectful of the Radley's desire for privacy.

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