I am reading this book in an online format, and in my version, this quote appears on page 40. However, since you are probably looking at a different version, it's probably more helpful to tell you that the quote in question can be found in the second half of chapter 6, which is titled "Anza-Borrego."
To provide some context, Chris McCandless, who is going by the name of Alex at the time of signing this letter, writes these words in a letter to Ronald A. Franz. Ron is an octogenarian and Vietnam veteran Chris had met in 1992. The two had grown as close as Chris allowed himself to get to anybody, and having lost his own son, Ron had offered to "adopt" Chris as his grandson—a suggestion which an uncomfortable Chris avoids.
In this letter, Chris reiterates advice that he had previously given to Ron, encouraging him to make a "radical change" to his way of life and to do things that he never would have thought of doing or things that he has been too scared to do. He makes the point that while many people are unhappy, they will not take charge of their lives because of their need to conform to the idea of "a life of security, conformity, and conservatism."
The very basic core of a man's living spirit is his passion for adventure. The joy of life comes from our encounters with new experiences, and hence their is no greater joy than to have an endlessly changing horizon, for each day to have a new and different sun.
In a nutshell, Chris is exhorting Ron to leave security and his mundane lifestyle behind him to seek meaning and beauty. This quote is explaining that new experiences are the greatest source of joy in life.
While Chris fears that Ron will ignore his advice, this does not turn out to be the case. As a result of Chris's encouragement, Ron packs up his possessions and puts them into storage before heading for the desert. He breaks out of the mindset that had so disappointed Chris. Ultimately, as a result of the time he spent with Chris and the letter that Chris subsequently sends, Ron is no longer the kind of man who will choose to "bolt for home" rather than going to see the Grand Canyon.