The main theme seen in this quote is one of respect. Atticus Finch respects Scout as a person and understands she will make mistakes. He doesn't feel the need to punish her physically. Atticus is a character who uses logic throughout the novel, and as Scout's main mentor, he will handle discipline in a non-threatening way. He speaks to Scout as an adult. This is seen in the famous discussion he has about "walking around in someone else's shoes" after she makes fun of the Walter pouring syrup all over his lunch. Atticus is a reasonable, intuitive man who does not raise his children through intimidation but through reason and love. This is how he successfully lives his life.
Scout's worry that she will somehow disappoint Atticus also shows the theme of respect. Atticus is larger than life to Scout, and she respects him as a person, as a lawyer, and as a father who is raising her and Jem alone. Atticus is not only respected by the town, but he is also respected by his family. Scout sees his calm demeanor and caring attitude towards people as something she wants to strive for. He takes payments for his services in chickens dropped off on the back porch, he calmly reads the newspaper as he protects Jim locked up in the jail from an angry mob, and he earns the respect of the black community when he defends an innocent black man. Again, because of the respect and love for her father, she does not want to disappoint him in any way. She'll make some mistakes, but deep down she knows that her father will always treat her with kindness and passion.