Why do Jem and Scout feel guilty when Mr. Avery tells them that children who disobey, smoke, and make war on each other can cause the seasons change?
They felt guilty because since 1885 Maycomb had not reported any snow during Winter. Yet, during the specific winter when the action of the story takes place there was a bit of snow mounted in the yards that was identified as "flurry". It was very minimal, but it was big enough for Mr. Avery to find in it a consistent proof of what he had been proposing: That bad behavior in children is what makes the weather change.
Therefore, to see this sudden change in Maycomb(although small) was a big deal for the children whose behaviors were no different than any other child, but were chastised probably much harshly than children are chastised in modern times. For this reason, the kids felt that their "bad behavior" was the causative factor for this onset of snow after so many years.