Indeed, Dolphus Raymond is complicated and interesting. He is a white man living with a black woman. This is in Maycomb, a rural town in the South in the 1930s. This is a time when this is simply not done. Because most people in Maycomb are racist or believe blacks and whites should live separately, most do not approve of Dolphus or his lifestyle. He always drinks from a bottle in a paper bag, so everyone assumes that he is a drunk. He is accepted by part of the black population but is considered an outcast by whites.
However, Dolphus is more complicated than this. Even Scout is under the assumption that Dolphus is a drunk and an "evil man." But when she and Dill meet him outside the courthouse in Chapter 20, she changes her mind. Dolphus offers Dill something to drink to sooth his stomach. He reveals that he drinks Coca-Cola out of the bag. Dolphus tells the children that he hides it in the bag to make others think he is drunk. Since most people don't approve of his lifestyle, he simply plays into their prejudices:
“It ain’t honest but it’s mighty helpful to folks. Secretly, Miss Finch, I’m not much of a drinker, but you see they could never, never understand that I live like I do because that’s the way I want to live.”
Dolphus tells Scout that he's shared this secret with them because only children can understand. He says when they get older, they will begin to understand the senseless ways adults mistreat each other. He is referring to racism in particular, but all types of mistreatment in general.