In Harper Lee's To Kill a Mockingbird, Jem and Scout have spend countless hours imagining what Boo Radley is like. The gifts in the tree at the Radley place seem at first to be no big deal: simply a curiosity. However, as they continue to "arrive," especially with the carved soap figurines of Jem and Scout, they children are captured by the intent of the items—gifts left for them to find. This is not an understanding they have come to casually. First they believed the items were in someone's hiding place. When they tested out this theory and the items never left, they decided they might keep them for the person who left them until later. However, by the end of this "adventure," Jem and Scout feel they objects are gifts to them: and, it's "finders-keepers" as far as they are concerned.
Jem and Scout are children who are still young enough to have a sense of wonder about the world. They have delightful (and wild) imaginations, as we see even before Dill arrives, as they act out books Jem has read. The world is a place of possibilities. However, when Mr. Radley cements the hole closed in the tree, we have a clear sense that he is not trying to save the tree, he is lying, and somehow it is connected to Boo. Although the children have never seen him and may even be a little frightened of him, the three of them are all connected, even so early in the novel.
On some level, I believe that Jem understands this. It is one of the first experiences with adults that he will have over the course of the story that will open his eyes to many truths about the world; and with each incident, there is a loss of innocence for Jem, who is several years older than Scout. We learn after Chapter Six and the near miss the kids experience at the Radley house, that Jem is maturing, and very much wants his father's respect: he doesn't want to get in trouble with Atticus because they snuck onto the Radley's property. However, with every brush a youngster of Jem's age has with the "real world," there is a price to pay: sometimes something positive comes of it, but not this time. Here, Jem is forced to see Mr. Radley's inhumanity to Boo, suspecting that he is somehow trying to cut Boo off from them. This is not to say Jem understands the reasons, but the result is clear enough.
Scout notices the impact the event has on Jem, who ironically reacts as he had tried to keep her from doing: he cries.
"Come on in, Jem" I said.
He stood there until nightfall, and I waited for him. When we went in the house I saw he had been crying; his face was dirty in the right places, but I thought it odd that I had not heard him.
Jem makes several discoveries in this chapter. First, he and Scout come to understand that the gifts that they have found in the knothole have come from Boo. They realize that he is not a crazed animal killer, but a friendly--if secretive--neighbor. But what causes him to cry is the actions of Nathan Radley, Boo's older brother. Radley cements the knothole, preventing Boo and the children from any further way of communicating and exchanging gifts. When Jem asks him why, Radley tells him that the tree is diseased.
"You plug 'em with cement when they're sick. You ought to know that, Jem."
But when Jem asks Atticus, Atticus assures him that the tree is quite healthy. Jem then understands that he has been lied to by Nathan Radley, and the only reason for cementing the knothole was out of pure meanness.