What does Dally mean by this statement: "If he'd got smart like me he would never have run into that church ... You get tough like me and you don't get hurt."

Dally says these lines to tell Ponyboy that he could've saved himself by turning in Johnny to the police.

Explanation:

Dally says these lines to Ponyboy while they were returning to the hospital to visit Johnny. By these lines, Dally means to say that Ponyboy could've saved himself by turning in Johnny to the police. Only if he was as smart as him, he wouldn't have ran to the old church into hiding but instead report Johnny for murder. Dally also means to say that emotions should not stop one from doing what is right or needed. Had Ponyboy reported Johnny to the police that day, he wouldn't be in this mess today.