This is a line spoken in The Adventures of Buckaroo Banzai Across the 8th Dimension
as well as in Mad Max Beyond Thunderdome.
No one ever believes me that it was in Mad Max too, but it was. Spoken by Pigkiller.
I guess the line means not worrying about where you're going or where you've been because you'll always be where you are, and that's the most important thing.