This exact question was asked about a week ago. Here's how I answered it then:
At this point in the play, the Duke, father to Rosalind and uncle to Celia, has been exiled and is living in the forest of Arden.
In the lines you cite, he is talking about how much he likes living in the forest better than he liked living at court. He admits that there is "adversity" (he cites the cold in particular) but says that the adversity is good for him. The adversity is useful because it teaches him about who he really is.
When Shakespeare wrote these lines, he was arguing that rural, simple life is authentic and is more wholesome and honest than life at court. He is praising country life and criticizing court life.