What was Scout's real name and why did they call her Scout?

Scout's real name is Jean Louise Finch. There is no place
in the novel where Harper Lee describes why her nickname is Scout, but as the reader
comes to know her, it becomes obvious that it is a fitting nickname for
her.

Scout is a curious tomboy, and since scout's in real
life need to be both tough and curious in order to do their jobs, this nickname makes
sense for her. 

Nicknames are common in the book and many
characters, especially related to the children, have
nicknames.

Scout's brother, Jem, is really named Jeremy
Atticus Finch.

Boo Radley's real name is Arthur. Boo seems
fitting for him as well, since he is basically the town's boogeyman and tales of him
scare small children.

Dill's real name is Charles Baker
Harris, but he smells like pickles, so he is called Dill
instead.

Interestingly, in To Set A
Watchman, the book told from Scout's adult perspective about her adult life,
she no longer goes by Scout, but still refers to Dill and Jem by their childhood
nicknames.