They tell you that your main character should be active rather than passive. Instead of having things happen to him, make him do things. Make him go out into the world and interact with people and things and act upon them. Don’t let him sit there in his nice, warm comfort zone and wait for something to happen. That’s boring and it doesn’t make a story.
You could say the same thing about real life. In your life, if you want to be happy or feel fulfilled or have exciting adventures, you need to be a more “active character.” Don’t wait around for things to happen to you. You need to go out and make those things happen. Don’t sit around in your comfort zone and wait.
I had a debate with myself about a week ago. If I was the main character of a novel, that novel would be dreadfully boring. Pages and pages and pages would go by and nothing would happen. Basically, I live in my comfort zone too much. I need to go on adventures and break out of my “shell” once in a while. I don’t necessary “act” all the time. I tend to be acted upon more often than not.
Of course, you can only take the analogy so far. Fictional characters, in the heat of a fast-paced story, hardly have time to brush their teeth and they could end up getting killed by a band of thugs, so you can’t totally live your life as if you were a character. My point is that sometimes we need to be active in our own lives and not just sit around.