It's related to the following definition:
1.1 A long and often difficult process of personal change and development.
‘her spiritual journey towards Roman Catholicism’,
‘Now, though, she would begin a new journey, a new life, if one as old as she could ask for such a thing.’
I read your quote as advising against saying things like "Oh, he's got such an easy life compared to mine." The second sentence in the quote asserts that comparing your life to another's in this way isn't advisable because you don't know the things that they have gone through.