Scout does not believe Dill's made up stories. Dill is notorious for lying, and Scout says, "he could tell the biggest ones I ever heard." Dill has a rough home life and frequently lies to gain attention. In Chapter 4, Dill tells Scout and Jem that he met his real father who was the president of the L & N Railroad. Dill describes his dad as being taller than Atticus and having a pointed black beard. (Lee 48) Neither of the Finch children believes Dill's story. In Chapter 5, they catch Dill in his lie when he mentions his father doesn't have a beard. Scout recalls several lies that Dill has told which include, flying a mail plane, visiting Nova Scotia, and seeing an elephant. Scout does not believe most of the stories that Dill tells throughout the novel.
One of the things that Scout does not believe in Harper Lee's To Kill a Mockingbird is Jem's story of "Hot Steams." Jem describes them to Dill who has never heard of them.
"Haven't you ever walked along a lonesome road at night and passed by a hot place?" Jem asked Dill. "A Hot Steam's somebody who can't get to heaven, just wallows around on lonesome roads an' if you walk through him, when you die you'll be one too, an' you'll go around at night suckin' people's breath—"
Dill asks for details on how to avoid them, but Jem says that it is impossible not to walk through them and be unaffected unless one recites magical words. In doing this, the Hot Steams will be unable to wrap around a person.
It is at this point that Scout gets worked up, telling Dill not to believe a word Jem is saying. She tells Dill that Calpurnia says it is Negro talk. Jem is annoyed at Scout for saying so. It is at this point that they decide to "roll in the tire." Jem pushes Scout so hard as she is curled up in the tire that she cannot stop and she is all but suffocating from being bent up. She realizes just how angry Jem was because she contradicted him about the Hot Steams—and then the tire bumps in the side of the Radley house and the game is quickly over.
With regard to the Hot Steams, Scout chooses to accept Calpurnia's explanation and disbelieves Jem's story.