This quote comes from Chapter Six, from a letter that Chris McCandless wrote to Ron Franz. In the letter, Chris outlines some of his feelings about society and about how societal expectations play a role in defining a person's life. Chris thought that people should push back against expectations and challenge themselves instead of remaining in an unhappy life that is easier than change. The full quote reads:
So many people live within unhappy circumstances and yet will not take the initiative to change their situation because they are conditioned to a life of security, conformity, and conservatism, all of which may appear to give one peace of mind, but in reality nothing is more damaging to the adventurous spirit within a man than a secure future.
(Krakauer, Into the Wild, Amazon.com)
This shows how Chris thought of the common "American Dream," in which people strive to education and employment, a family, a home, and then a dignified funeral. Instead of what he saw as commonplace desires, Chris wanted to prove himself against nature itself, and so stretch his personal horizons and boundaries. Without that challenge, he thought, he would turn out just like everyone else, fighting a society and system that worked to keep individuals confined to their societal roles.