What does Jem learn when he runs up to the Radleys' house and touches it?
At the end of chapter 1, Dill dares Jem that he won't run up to the Radley's home and knock on their door. After several days of debating, Dill makes a mild concession and dares Jem to touch the side of the Radley home instead of knocking on the door. Jem accepts Dill's dare and ends up racing towards the Radley home, slaps the side of the house, and runs back out of the yard. Once the children are safely on their porch, Scout mentions that they looked back at the Radley home and thought they saw an inside shutter move. Scout describes the shutter's movement as a tiny flick that is almost invisible. The children do not know it yet, but Boo Radley is a shy, compassionate man, who enjoys watching their antics from inside his home.
Jem thinks he hears someone laughing inside the house when he is dared to touch it. There is no indication that the laughter is sadistic - in fact, whoever is laughing seems to be amused. Jem doesn't seem scared when he reports this incident to Scout and Dill. Assuming that Boo Radley laughs, it makes sense that Boo,who has been watching the kids for some time, finds them entertaining. If Boo did not like the kids, there would not have been multiple presents, and later, the saving of their lives.
Jem wanted to prove to Dill that the people in his county were not more afraid of doing things on a dare than the people from Dill's county. After they touched the house and were safe on their porch, they looked at Radley's house and nothing had changed. The "phantom" they had believed lived there, was of their own fantastic imaginations.