Schools feed you a curriculum, not an education. Mark Twain was an influential mind who believed a true education can only come through experience AND knowledge.
Although schools try to fill you up with knowledge, most of it is useless information. To truly be educated one has to think for their self, which is where schools lack. Have you ever tried turning in a math assignment with the math done differently than how they showed you. I have and got a failing grade before I fought it back to an A.
What he means is that people will try to tell you what they think is educating for you, but he is going to decide for himself what is educating and actively pursue that education, regardless of what he is taught in school. In many cases you will find out that the facts you are shown in school are merely an opinion of who is showing you.
Take the colonization of America for instance. That is what you've been taught, we colonized America. Pretty simple right. But ask a Native American if the pilgrims colonized America or if they seized America through warfare and espionage and you will get a very different "education" of the colonization.