Short Answer: Dill dares Jem to run into the Radley yard in chapter one.
In chapter one, Jem and Scout befriend Dill Harris, who is Miss Rachel's nephew and summer visitor. Jem begins to tell Dill the terrifying stories and neighborhood legends regarding their reclusive neighbor, Boo Radley. Scout mentions that Dill becomes fascinated with Boo Radley and often stands by the light post wondering what Boo is doing inside his house.
On a summer day, Dill ends up betting Jem "The Gray Ghost against two Tom Swifts" that he will not run into the Radley yard. Jem contemplates running into the Radley yard for three days before finally agreeing to complete the dare. Dill ends up making a concession by telling Jem that he won't say he ran out on the dare if he simply touches the house. Jem finally musters up enough courage to run into the Radley yard and slaps the side of the house before sprinting back to their porch.
Dill was absolutely enthralled with the stories about Boo Radley once he made his first visit to Maycomb in To Kill a Mockingbird. Along with Dill, Jem and Scout were fearful of all things pertaining to Boo and the Radley house. At one point, Jem brags that he passes the house each day; Scout adds that it's always "running," however. Dill eventually bet Jem a copy of The Grey Ghost that Jem "wouldn't get any farther than the Radley gate." It took Jem three days, but he finally took the dare, ran through the gate and slapped the side of the house with his palm. He had won the bet.