Scout says this in Chapter 5, when she worries that Jem and Dill are getting along fine without her.
Scout enjoys playing summer games with her brother Jem and Dill, but sometimes she feels left out. She complains, for example, that Dill asks her to marry her and then forgets about her. She feels like he is spending too much time Jem, and the two are ignoring her.
He staked me out, marked as his property, said I was the only girl he would ever love, then he neglected me. I beat him up twice but it did no good, he only grew closer to Jem. (Ch. 5)
When Scout says that they are calling her a girl, what she means is that she is not one of the boys, and not included in the group. She is a tomboy, and likes to think of herself as being able to do anything a boy can do.
But I kept aloof from their more foolhardy schemes for a while, and on pain of being called a girl, I spent most of the remaining twilights that summer sitting with Miss Maudie Atkinson on her front porch. (Ch. 5)
Scout does not have many female role models, other than Cal and Miss Maudie. She enjoys spending time with Miss Maudie, but at this point she is hanging out with her because Dill and Jem are making her feel like she is not one of the gang, because she is a girl. Most of the time being a girl is not an issue, but every once in a while they throw it in her face, and sometimes they subtly push her out.
Growing up is never easy, and Scout does not have many friends. She values her closeness with her brother and their time together in the summer. When he spends more time with Dill than with her, it hurts her. However, as she gets older she will learn that sometimes people grow up, and sometimes they grow apart.