I took that phrase to mean "don't be blocked by any institution, person, or societal expectation to pursue what's interesting to you". Could be casual research, a cursory glance, or a deep internal investigation of yourself.

Which is always good to start as soon as you're aware of it. It's fine if you figure it out near the end of your junior year, your first job, or a midlife crisis. "Best time to start was yesterday, 2nd best is now" type of thing.