Scout is referring to the incident when her father, Atticus, and her uncle are discussing how difficult it's going to be for Scout and Jem during the trial of Tom Robinson. Atticus wants Scout to hear what he is saying because he hopes it will make a deeper impression upon her than if he just told her not to have a fight every time someone says something against Atticus. He knows many of the people in the town are prejudiced, and he wants Scout to understand how mean and cruel people can be. Scout thinks she's hearing her father pour out his heart to her uncle, so his "message" seems more sincere to her. It would be more difficult for Atticus to express his concerns directly to her. This way, she knows how he feels, and she wants to respect her father's wishes even more. If he tells her not to fight everyone who says something, Scout will probably not take it to heart the way she does by overhearing Atticus. By listening to Atticus talk about it, she feels she's in on a secret, and she doesn't want to upset or disappoint her father by her actions.