This quote is found in the first section, titled "The Hearth and the Salamander." In my edition (60th Anniversary Edition by Simon & Schuster), it occurs on page 48. If you're using a different edition, this is about two-thirds of the way through the section, which begins in my book on page 1 and concludes on page 65.
This quote demonstrates a profound shift in Montag's acceptance of his society's need to destroy literature and books. Unfortunately, he decides to ruminate on his sense of injustice with his wife, Mildred, who is shallow and incapable of deep thought.
Witnessing a woman who was willing to burn herself alive rather than face a future without books has deeply moved Montag. He becomes convinced that a person would only make that type of sacrifice for something which is incredibly profound and meaningful. He considers aloud that perhaps he should quit his job and walk away from being a firefighter.
Mildred scoffs at this idea, chiding Montag for his willingness to throw their lives away over a woman who she believes was simply "simple-minded." She declares her hatred of this woman who has jeopardized Mildred's sense of comfortable living by causing Montag to question a society which Mildred believes works well.
Yet in this quote, Montag displays a sense of conviction that he has been misled. He is growing convinced that there is "something" in books that is powerful and compelling, and this possibility is worth his own investigation.
Page numbers vary depending on edition, but it is in part 1 of the book, on page 48 in my edition, about a third of a way through the novel. It is the third in the series of incidents that cause Montag to profoundly question how he is living.
The first incident is meeting Clarisse, a teenaged girl who really listens to and engages with Montag, so that he feels both heard and unsettled. He is attracted to her countercultural lifestyle of taking walks, interacting with nature, and talking with her family in the evenings rather that watching television. She seems fully alive in a way he isn't.
The second incident is coming home to find that Mildred has attempted suicide. This is yet another "drip" putting out the dying fire of Montag's enthusiasm for his society.
The quote in the question follows the third incident, in which an older woman incinerates herself after the firemen come to her house and burn her books. She would rather be dead than without books. This act leads Montag to try to express to Mildred his feelings after the shock of what he witnessed. This incident convinces him that there must be a value in books that he doesn't understand: books appear to raise passions his society tries to deaden with mindless activities.
Considering the different versions of the story, answers may vary. However, this quote can be found on page 48 of the Sixtieth Anniversary Simon & Schuster paperback edition of Fahrenheit 451.
In part 1, Montag witnesses an old woman commit suicide alongside her book collection during a seemingly routine firecall, which is a traumatic experience that has a profound impact on his outlook on life. He realizes for the first time that books may contain powerful, important information and entertains the idea of quitting his job. When Mildred dismisses his concerns and responds by saying that the old woman shouldn't have had books, Montag says,
There must be something in books, things we can't imagine, to make a woman stay in a burning house; there must be something there.
Montag then mentions that he regrets destroying literature for a living and gains valuable perspective regarding his unfulfilling occupation, which motivates him to call off.
Unfortunately, Captain Beatty can sense that Montag is having second thoughts about his occupation and arrives at Montag's home, where he proceeds to lecture him on the history and importance of the fireman organization. Captain Beatty's lecture confirms Montag's negative feelings regarding his occupation and incites his curiosity.
Once Captain Beatty leaves, Montag reveals his hidden book collection in the ventilator and begins reading. At this point in the story, Montag is beginning to transform into an intellectual and hopes to satisfy his curiosity by reading literature.
The quote you refer to is from Ray Bradbury's novel, Fahrenheit 451.
This part of the story is a turning point for Guy Montag, one of the firemen who is responsible for burning houses where books are hidden. Montag is already having some serious doubts about books, primarily because of questions from his neighbor Clarissa who shakes up his world by asking him about things no one else thinks to ask. This is not surprising in that the society at large would rather have its members "intellectually anesthetized."
However, in this part of the book, the firemen go to burn down the house of an old woman. As they throw books out the windows and spray everything with kerosene—flamethrowers in hand—the woman refuses their attempts to convince her to leave her home and her books. (Montag says this is unusual because most of the time the houses they burn are already emptied of people.) In this case, the woman does more than refuse to leave. Very carefully—almost casually—she takes out a single match. Before the firemen can do anything, she lights the match to the kerosene, setting not only her home, but also herself, on fire. This greatly shakes up Montag, and it gives him a great deal to think about in terms of his own life: his job, his existence at home, and what he wants for his future.
I am not sure what edition of the novel you have. In my edition (which is dated), this scene begins on page thirty-five. It is in "The Hearth and the Salamander" section (the first section), a little more than half way to the second part.