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What chapter are you referring to?
Scout is having to mature in herself and her relationship with Dill. She sees Jem entering into the adult realm and is confused. Jem's behavior in Chapter 14 seems to betray Dill, and demonstrates his progress into the adult sphere. In addition, he suggests that Scout be less defiant toward their aunt, putting himself onto the adult side of the argument, to Scout's annoyance. The interaction between the two suggests that children (like Scout) are more immune to the attitudes and mindsets of the society around them, but as they grow older (like Jem), they unwittingly find themselves replicating and reinforcing society's traditional views.
Dill's story about his experiences with his parents show Scout how much she has to be grateful for. Even her aunt's constant pestering is a sign of her care for Scout, which is much better than the ambivalence that Dill experienced. Dill enjoys fantasy, as evidenced by his fanciful story about how babies are made. Even though he knows the real truth, he prefers the story he makes up. Dill's flights of fancy are an escape, like his physical escape from Meridian, into a world where he feels more at "home." When everyday life does not satisfy him, he can find solace again in his make believe world.
Scout and Dill's relationship, though close, is still childish and innocent, as shown in the end of the chapter. Their discussion about babies also suggests that Scout knows less about the facts of life than she claims in later chapters, and that it is possible that the meaning of rape is still unclear in her mind.