This quote is spoken by Slim, the jerkline skinner on the ranch. In it, Slim questions George about the fact that he and Lennie travel around together. We, as readers, know that George and Lennie travel together because each needs the other; George needs Lennie to keep the dream of the ranch alive (otherwise, George says, he'd never be able to save his money), and Lennie needs George for guidance and protection. It's obvious, though, that George and Lennie represent the exception to the fact that many ranch hands live a lonely, isolated life.
Eventually, George and Slim develop a relatively open relationship; George explains his companionship with Lennie to Slim because George trusts Slim. Fittingly, George and Slim are together at the end of the novel when George needs a friend the most.