During the trial of Tom Robinson for the rape and assault of Mayella Ewell, Scout shows innocence in not knowing what rape is. Fortunately, Atticus is on hand to explain to her what it means—without, however, going in to too much unpleasant detail.
A further instance of Scout's innocence can be observed not long after, when she's astonished to learn that women are not allowed to sit on juries in the state of Alabama. As she soon discovers from her father, this is to prevent women from having to listen to the sordid details of serious crimes such as rape.
Scout's also quite innocent when it comes to gender roles. Contrary to Aunt Alexandra's expectations, Scout is a bit of a tomboy. She likes nothing better than roughing it in a pair of dungarees and playing what are normally regarded as boys' games. The very idea of acting all ladylike and wearing a frilly dress simply doesn't appeal to her. Scout still has the innocence of extreme youth, and so she doesn't feel the need to conform to society's expectations of how a young lady should behave. So for now, she's pretty much free to run wild and do as she pleases, much to Aunt Alexandra's horror.