What statement by Jem makes Scout finally go along with the plan?
I can only assume you are referring to Jem and Dilll's plan (in Chapter 6) to go up to the Radley house and peep in the window in an effort to see "Boo." Jem and Dill don't want Scout to come with them in the first place, but she tags along. When they tell her what they plan to do, she starts with, "Jem, please---."
Jem responds, "Scout, I'm tellin' you for the last time, shut your trap or go home. I swear to God you're gettin' more like a girl every day!"
Scout isn't exactly in denial that she's a girl, but at this point of her development, she isn't attracted to "ladylike" activities or clothing, preferring to stick with her tomboy ways. The (now-grown) Scout narrator concludes: "With that, I had no option but to join them."