This quote is suggesting that it is important to “let go” of things that are causing you stress, anxiety, or difficulty. You don’t want to carry these burdens on your shoulders, so it is best to let them go. The quote also includes a metaphor that compares the burdens to weights on your ankles. It implies that if you choose to keep them, they will weigh you down and you won’t be able to move forward. In other words, it is better to “let go” of difficult things in order to move on without the added weight.