To me, this quote means life isn't just something to be analyzed from afar. The mysteries, hows, and whats of life are understood by living or experiencing.
I agree very strongly with Soren Kierkegaard in this quote, because how will anyone really experience life by being sheltered all the time.
Go out and explore, love too deeply, have your heart broken so you know that it doesn't feel good. Just live life. You can't live if you aren't living, if that makes any sense at all.
