Jem the Thespian. It is Jem who first comes up with the idea of the Boo Radley Game, which turns into the children's answer to their summer boredom and weariness of playing the parts of the Rover Boys. While Scout played Mrs. Radley and Dill was a "villain's villain," Jem is described by Scout in a manner which foreshadows his later actions on the Halloween night when he attempts to defend Scout from the attack by Bob Ewell.
Jem was a born hero. (Chapter 4)
Jem the Liar. When the children emerge in the front yard after their dangerous return trip from the Radleys' back yard, Jem is discovered to be standing in his underwear. After Dill claimed that Jem's pants were lost playing "strip poker," Jem quickly added that they were playing with matchsticks, not cards.
I admired my brother. Matches were dangerous, but cards were fatal. (Chapter 6)
Jem's Lost Pants. Scout worries for Jem's life after her brother decides to make a return trip to the Radley's back yard to reclaim the pants he had lost on the fence earlier in the night. She "pleaded" with him not to go, but Jem explained that he wanted to maintain Atticus's trust, and getting his pants back would prevent him from having to explain to his father about the earlier raid on the Radley porch. After waiting tensely, Scout finally sees Jem's "white shirt" as it "grew larger" in the moonlight.
There he was, returning to me. (Chapter 6)
Jem the Comforter. After Aunt Alexandra refuses to allow Walter Cunningham Jr. to come to play at the Finch house, Scout was left in tears. But Jem
... caught me by the shoulders, put his arm around me...
He had been a comfort to me... (Chapter 23)
and Scout responded by telling him how "nice" his newly-grown body hair looked--even though "I didn't see anything."