You can see right away what Lestrade thinks about Sherlock. He doesn't just see the brilliant detective, he sees the potential of a good man, and he's one of the first, one of the only ones to ever see it at all.
RDJ as Sherlock Holmes and Jude Law as John Watson show everyone what it's like to have a brother. If you have a sibling, you've probably had a conversation JUST like this one. My little sister does this all the time!