In Socrates' ethical thought, the foundation of his whole philosophical outlook, an individual is only free to the extent that they exercise self-control. This means that our reason must remain firmly in control of our appetites, desires, and emotions—the affects, as they're frequently referred to by philosophers. For a thoroughgoing rationalist like Socrates the affects can be dangerous, leading us astray and making us do all kinds of things that are not in our best interests.
In Plato's Gorgias Socrates states in simple terms that by self-control he means ruling the pleasures and passions within oneself. According to Socrates, the soul is divided between rational and emotional elements, and the rational elements should always prevail over the emotional. Socrates famously lived out his philosophy, eschewing the easy pleasures of sex and bodily appetite in favor of a life of rational contemplation, the "examined life" as he called it.