When Coraline is imprisoned by the Other Mother, she encounters the ghosts of three children who also fell victim to the Other Mother's traps. Though they can no longer remember their names or their past lives, they remember the horrors the Other Mother has put them through and they warn Coraline to
Flee, while there's still air in your lungs and blood in your veins and warmth in your heart. Flee while you still have your mind and your soul.
But Coraline does not listen. She replies that she will not run away from the danger.
"I'm not running away," said Coraline. "She has my parents. I came to get them back."
When the ghosts continue to try to persuade her, she insists that she has tried running but that now, her parents are prisoner, and she won't leave them behind. This response shows Coraline's immense bravery.
She and the cat discuss bravery a lot before Coraline reenters the Other World, and Coraline says that being brave is doing something even if you're scared of it. She is terrified of the Other Mother and what it could do to her, but she will stay to save her parents anyway. This, by her own definition, is a demonstration of her bravery.
It also reveals her deep love for her real family. Although she can be frustrated by her parents, finding them boring and unhelpful, she loves them and knows that they love her, too. She won't save herself if it means leaving them behind. She tells the cat the story of her father letting himself be attacked by wasps to save Coraline from being stung. Just like he would risk himself to protect her, now it's her turn to risk herself to protect him. As tempting as the Other World was, Coraline realizes that she truly loves her real parents and will do anything to save them.