Jem is one confused young man, and he doesn't completely understand himself why he feels the way he does about the outcome of the trial. He is angry that the jury has refused to recognize the facts of the case; instead, they blindly accept the word of the Ewells because they are white.
"I always thought Maycomb folks were the best folks in the world..." (Chapter 22)
Jem isn't sure how a man can be assured of a fair trial:
Jem was shaking his head. "I know it's not right, but I can't figure out what's wrong..." (Chapter 23)
He thinks things may be best if they "do away with juries," and that "maybe rape shouldn't be a capital offense." Since he has no answers himself, Jem believes Scout is too young to understand everything they have seen and heard.
"There are things you don't understand," he said, and I was too weary to argue. (Chapter 21)
After a long day of talking with Atticus about the trial, Jem has to comfort Scout after she is left in tears when Aunt Alexandra refuses to allow Walter Cunningham Jr. to come and play. He is just as confused about his aunt's actions as he is about the jury verdict. When Scout tries to explain that she thinks there's only "one kind of folks. Folks.", Jem is still confused.
"That's what I thought, too," he said at last, "when I was your age. If there's just one kind of folks, why can't they get along with each other. If they're all alike, why do they go out of their way to despise each other?" (Chapter 23)