In chapter 3
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He tells her to step in other's shoes to better understand their experiences and feelings. This would apply to people in Scout's life like Mrs. Dubose and Boo Radley.
Atticus teaches scout by having Jem read to Mrs. Dubose. He teaches them both that real courage is starting and finishing something even if you know that you're going to get licked in the end. Real courage isn't necessarily having a gun in hand.