Jem and Scout were somewhat disappointed in Atticus because he wasn't athletic like some fathers in To Kill a Mockingbird.What happened to change their minds?
Yes, Jem and Scout were very disappointed in Atticus at one point in To Kill a Mockingbird. Atticus was too old to participate in sports, he had a bad eye, and he had a boring, unexciting job. There didn't seem to be anything that Atticus did well. Miss Maudie assured them that no one could draw up an air-tight will like Atticus, but that wasn't satisfactory. When she told him that he was the best checkers player around, Scout told her that he always lost to them. It took the revelation of seeing Atticus pick up the rifle and shoot down Tim Johnson, the mad dog, for the kids to realize that being the best marksman in the county was a pretty good claim to fame. But they also saw the humility that Atticus displayed, and that trait also struck home with both Jem and Scout. They were finally proud of Atticus.
I think what you are referring to is where Atticus kills the mad dog. This is in Chapter 10.
In this chapter, the kids have been thinking about how they wish Atticus was more of a man by conventional standards. But when they see how he shoots the dog and when they find out that he is famous throughout the area as a dead shot, they think he's a lot cooler.
Jem even comes to realize that what is really important is not being able to shoot and such, but being in control of yourself.