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.