It seems as though Jem is referring both to himself and to Maycomb. The trial has shaken him out of his youthful innocence and naive belief that "Maycomb folks were the best folks in the world, least that’s what they seemed like." In this sense, he himself was the caterpillar in the cocoon, safe and sheltered from harsh outside realities. He thought Maycomb's people were the "best folks in the world" but of course he himself hadn't experienced people anywhere else in the world, as yet.
But maybe the caterpillar image could apply to Maycomb itself, too. It really is a small, sleepy, unremarkable little town which is closed unto itself, without much knowledge or interest in what goes on in big cities and the world at large. Generally life goes on in an even, untroubled way. However, Tom's trial, as an example of social injustice and prejudice, has shaken things up and called Maycomb's stalwart good people, like Atticus, to action. This is underlined by Miss Maudie's reply to Jem:
We're the safest folks in the world .... We're so rarely called on to be Christians, but when we are we've got men like Atticus to go for us.
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