At this point in the book, Guitar is referring to the persecution Jesus experienced. Guitar says that the first time Southerners saw Jesus he was strung up on a tree, and that Southerners can relate to that. Here he is referring to the persecution of African Americans at the time and the very real fear of being lynched (parallels between bodies being strung up in trees). Additionally you could look at the fact that, to an extent, Jesus was a radical who was daring to defy the established religious norms of his time. Guitar, as a member of the Seven Days, is also a radical who is daring to defy with the standard white racism of the time.