What is Jem trying to get Atticus to understand when Scout comes home with the mysterious blanket over her shoulder's?[Jem] began pouring out our...

Jem is somewhat in shock by the events of the evening and
seeing the house burn and their own roof beginning to smoke from the heat of the
blaze.

He is totally amazed that he "missed" Boo Radley
putting a blanket around Scout because he was supposed to be watching out for his little
sister.

When his father, Atticus, told him to get wrapping
paper for the blanket to be returned to Mr. Nathan Radley, Jem was worried that this
would be held against Boo in a negative way.  Jem confessed all of his pranks in order
to protect Boo from Nathan's attempts to keep him away from the
public.

Atticus decided to make no mention of the blanket
incident.