Why do Dill, Jem, and Scout run from the Radley place?

Just before this event, Atticus, Jem and Scout’s father, forbade the children from “tormenting” Boo (Arthur) Radley, a man who is confined at home due to his past wild behavior, such as the time he and a group of friends got drunk and locked the local “beadle” (local church or parish officer) in an outhouse. Nobody has seen Boo Radley for years, apart from the occasional glimpse, and all sorts of rumors have emerged about him in the sleepy town of Maycomb. The three children have enjoyed telling stories and playing games about Boo, and they relish the thrilling idea of some violent, hidden monster. They are deeply curious about him, and the fact that they are forbidden to go near the house has only added spice to the prospect. Dill and Jem decide to try and “get a look” at him one evening, and Scout feels she has “no option but to join them.” 
Harper Lee uses descriptive language to build drama and tension in the passage leading up to the children running away. They have to “squeeze” through all the wire surrounding the house; the night is dark and they can only see by “moonlight.” We see onomatopoeia in the description of how the “gate squeaked,” and this noise frightens the children. Realistic and amusing details, such as the children spitting on the gate to stop it squeaking, break the tension for a moment before it resumes again. Jem and Scout hoist the small Dill up to peer through a window, but he can’t see much because of the curtains. When Jem then crawls up to look through another window, Scout suddenly sees “the shadow of a man” crossing the porch in the moonlight. We notice the gothic elements, such as the moonlight and the shadow, which emphasize the drama. The terrified children leap away from the house, tripping and getting stuck under the wire, while someone fires a shotgun at them as they run away.
The point about Boo Radley, as we come to discover when reading this novel, is that he is not a monster; he's a victim of prejudice.