Atticus's advice to his son, Jem, can be found in Chapter 10 of To Kill a Mockingbird. It comes after Jem and Scout have received air rifles as Christmas presents from their father. Atticus has refused to teach the children how to shoot, leaving that to his brother, Jack; but he does deliver a warning to Jem: Atticus knows his son will eventually grow tired of shooting tin cans and will want to aim at a live target. It's okay to shoot at blue jays (since jays are considered pests), Atticus says, but that "it's a sin to kill a mockingbird." It is Miss Maudie who explains to Scout that the mockingbird is not harmful and that they "don't do one thing but make music for us to enjoy." They are one of nature's innocent creatures, symbolic of the innocence found in several of the story's human characters. The quotation can be found on page 90 of my old paperback version from 1982--about one page into Chapter 10.