Victor is speaking to Captain Walton, another person who is hell-bent on discovery and the acquisition of some knowledge that he hopes will benefit all of humankind. When Victor utters the line you've cited, he seems to employ an allusion to the Garden of Eden. In the book of Genesis in the Old Testament of the Bible, God created the garden and then told Adam and Eve that they could eat the fruit from any tree except for one: they were forbidden to eat from the Tree of the Knowledge of Good and Evil. One day, the Devil took the shape of a serpent and spoke to Eve, tempting her to eat the fruit by telling her that she, too, could possess the knowledge that God has if she eats an apple from the tree. She does so, and she then tempts Adam to eat as well, and when...
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God finds out what they have done, he turns them out of the garden andpunishes them. Victor, in indirectly referencing this story, depicts knowledge as a dangerous thing. Just as in the Garden of Eden, some knowledge is forbidden (and for good reason). Victor doesn't want Walton to make the same mistakes he has, reaching for knowledge that humans, perhaps, are not meant to have: knowledge that will destroy his life.
This quote is taken from the fourth letter which Captain Walton sends to his sister in England. Specifically, this is used by Victor as a preface to the story of his life, which he is about to tell the Captain.
Being familiar with the story already, we know that when Victor is talking about being stung by a "serpent," he is referring to his creation of the monster. Remember that Victor dedicated some two years' work to the study of bringing death back to life. When he finally finished his monster, however, Victor was horrified at his creation. So horrified that he immediately fled the site, leaving the monster to live its own life.
By alluding to his experience with the monster, Victor is basically saying to the Captain that he should be careful what he wishes for. Although an experience may start out positive, it can quickly turn sour.
Of course, at this point in the story, Victor has not yet related his tale about the monster. As such, Shelley is using this quote to foreshadow the creation of the "serpent," also known as Frankenstein's monster, later on.
In the book, Frankenstein, by Mary Shelley, it is important to keep in mind the entire context while trying to determine this particulate quote.
For this specific quote, it is also beneficial to look at the entire sentence from where this quote originates:
You seek for knowledge and wisdom, as I once did; and I ardently hope that the gratification of your wishes may not be a serpent to sting you, as mine has been.
Throughout the book, Shelley calls into question the idealization of knowledge through her characters’ pursuits of knowledge and its eventual repercussions on their lives. For Victor, who made the above statement, he chased wisdom and knowledge arduously. As Victor himself states:
My cheek had grown pale with study, and my person had become emaciated with confinement. Sometimes, on the very brink of certainty, I failed; yet still I clung to the hope which the next day or the next hour might realise.
Despite the eventual success that Victor achieved by making the creature through knowledge, Victor instantly felt regret and continues to carry this burden throughout the rest of the novel. The creature incites personal health problems, fear, and even the death of a loved one to Victor. Thus, the pursuits of “knowledge and wisdom” led to Victor experiencing great pain (similar to “a serpent to sting[ing] you”).
Consequently, Victor uses this quote to illustrate the pain that achieving knowledge can bring. Although knowledge is viewed as beneficial (especially during the time period Frankenstein was written), Victor illustrates that it can also lead to agony and regret.
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