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She is talking about her trip on the way home.
Scout says, "Thus began our longest journey together" (256) before her and Jem leave for the carnival, foreshadowing the perilous trip they will soon embark upon. Their relationship is strengthened by their dangerous encounter with Bob Ewell and the fear they are forced to face. Jem hears someone following them, but makes an effort to be brave so that his sister doesn't get scared: "I wondered how long he would try to keep the Cecil myth going" (264).