The straight-shooting and down-to-earth Atticus Finch is rarely misunderstood, nor does he ever deliberately mislead anyone in To Kill a Mockingbird. The children do eventually discover their father's true disdain for guns; when Atticus refused to teach them how to shoot their air rifles (instead allowing brother Jack to instruct them), Jem and Scout assume that it is because Atticus does not know how to shoot. They discover the real truth, of course, when they learn of their father's old nickname after his killing of the mad dog.
Atticus may or may not have deliberately misled the children when he told them that the "Ku Klux's gone," referring to the KKK. The Ku Klux Klan surely had not disappeared, though there may have been little to no activity around Maycomb. Although the lynch mob that showed up at the jail to take Tom is never identified directly as KKK members, it does raise the question of whether Atticus was naive concerning the organization, or whether he was simply trying to soothe his family's worries about the situation.