Oh, Atticus Finch has an absolutely awesome old nickname of "One-Shot Finch" which we find out about in Chapter 10 of To Kill a Mockingbird. It's Miss Maudie that tells us the news simply because she happened to know Atticus when he was little. It isn't long before the reader finds out that Atticus is a true marksman both then and now.
Because Atticus never wanted to flaunt this gift of marksmanship and this gift of being able to kill other living things (as it was not a gift to be flaunted), he never told Jem and Scout. So much for their father not doing anything exciting! Ha! This knowledge gives both Jem and Scout something interesting to think about in regards to their father. In fact, I would say it inspires them to respect their dad even more.
Interestingly enough, it is Atticus' failure to talk about this "gift" that causes Jem to claim that his dad is "a gentleman, just like me!" Proud son, proud father.
This is a great question, as it gets to the heart of Atticus. Here is the context. In chapter ten, there is a problem with a rabid dog. When Calpurnia sees this, she calls Heck Tate, the sheriff and Atticus.
They see the dog and it is obviously not well. At this point, Atticus tells Heck to take the shot, before the dog harms anyone. However, Heck says that this is a one-shot job, and he urges Atticus to take the shot. Atticus declines, but Heck asks him again and reminds him that he is the best shot in town. In fact, he reminds Atticus of his nickname - "One-shot Finch."
This is an important dialogue for two reasons. First, Jem and Scout complain that Atticus is too old and not fun like the other dads. So, when they find out that Atticus is a marksman, they are impressed and realize that there is a deeper side to their father.
Second, Atticus symbolically saves the town by putting down a rabid animal. He is the one who will help bring order in a down that has gone mad with racism in the Robinson trial.