This quote is saying that someone is feeling insecure when they are given an opportunity, even if the opportunity is something very positive and beneficial for them. They feel anxious and worried about messing up and not being able to take full advantage of the opportunity. They feel like they don’t have the confidence or skill to make the most of what they’re being given, and so they’re afraid that they will drop the key – metaphorically meaning they will do something wrong and not achieve what they have been presented with.