"Be yourself" is both the truest and most annoying advice a person can give. For many people, being themselves is a great way to get in all sorts of trouble. Be yourself at work, and maybe you'll be fired or lose a client. Be yourself around your crazy uncle who used to be in a cult, and you might get a very long lecture about how you are certainly doomed in the hereafter and/or the government is controlling your brain. Be entirely yourself in front of your neighbors, and they might think you are absolutely bonkers. Clearly, therefore, it's advice that needs a qualifier: be yourself when you can.
The other part of the conundrum is that your true self contains multitudes. You might be a fierce go-getter at work, but your nurturing and soft side comes out around your kids. Maybe you are very uptight when it comes to large groups, but in a more intimate setting, you are full of joie de vivre and sparkling wit. If you're quite young or you've been in repressive environments much of the time, you may not have had a chance to fully explore who you are, so you're being told to do something you aren't prepared to do.
Still, being yourself is very freeing when you do get the chance, and it's worth looking into what it is you need to be able to do it, at least some of the time. Do you need more experiences? Safer people? To resolve a specific issue? It's time to identify the leading obstacle in your path!