In the middle of the night the people from Maycomb came out to see a fire. Miss Maudie's house was burning down. The people were looking on helplessly until the fire ran its course. Surprisingly, Miss Maudie took it well.
Scout, Jem, and Atticus were out there as well. Scout and Jem were so fixated on the fire, they were not aware of their surroundings. After the fire, Atticus said that Boo was out there as well. This shocked the children, because for the whole time, they wanted to get Boo out of the house.
Atticus also mentioned that Boo came by and placed a blanket around Scout. When Scout heard this she panicked. This was the "strange thing" that happened to Scout.
Here is the quote:
“Boo Radley. You were so busy looking at the fire you didn’t know it when he put the blanket around you."
My stomach turned to water and I nearly threw up when Jem held out the blanket and crept toward me. “He sneaked out of the house—turn ‘round—sneaked up, an’ went like this!”
I should also mention that this was a foreshadow of Boo as a protector.