It means your thoughts, actions, doubts, fears, choices etc, when no one else if there to influence you. Completely alone with your own subconcious vulnerable. If you are afraid when you are alone then you are afraid of yourself and ultimately others will pick up on that and play it but it comes from you. If you are happy with yourself and your own company, then you can be happy anywhere.
It basically implies that we cannot know our own character until it is tested and been in the worst places if we are good under stress then the rest is cruisy.
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This quote means that a person's true character is exemplified by how they behave when no one is watching or aware of their actions, rather than how they present themselves in public. It emphasizes the importance of integrity and moral strength in times of solitude or challenge.