it means Ты have to make your own experiences and mistakes and have them your self, no one else can do that for you, they may tell Ты mistakes they've made but that's not an experience for you and Ты likely won't take it to сердце unless Ты do it yourself.
it means be yourself, do anything right through your deepest heart... no one can make Ты the same thing или feel the same thing like Ты do... don't hang on someone all the time 'cause Ты might be alone other time :)