Dally: “…Crazy for wanting Johnny to stay outa trouble, for not wantin’ him to get hard. If he’d been like me he’d never have been in this mess. If he’d got smart like me he’d never have run into that church. That’s what you get for helpin’ people. Editorials in the paper and a lot of trouble… You’d better wise up, Pony… you get tough like me and you don’t get hurt. You look out for yourself and nothin’ can touch you…”
I think that this means that, Dally cares about them, and he doesn't have anything else to care about, so he's saying he doesn't want to lose pony too, and that pony should toughen up so he doesn't risk his life for other people anymore. An example is, in the book, it says how Dally doesn't care about anything, and that he only cares about Johnny, which proves that he really doesn't care about anything but Johnny, and if someone you love gets hurt, you wouldn't want the same thing to happen to another one you love.