it means you have to make your own experiences and mistakes and have them your self, no one else can do that for you, they may tell you mistakes they've made but that's not an experience for you and you likely won't take it to heart unless you do it yourself.
it means be yourself, do anything right through your deepest heart...
no one can make you the same thing or feel the same thing like you do...
don't hang on someone all the time 'cause you might be alone other time :)