I think most of the people involved in any art always secretly wonder whether they are really there because they're good or there because they're lucky.

This quote is referring to the uncertainty of success in the art world. Many people who are involved in the arts, such as acting, writing, or music, often doubt their abilities and feel like their successes did not result from their skill, but rather from luck. They can never be sure if their successes come from their hard work or from chance.