From the Washington Post obit for John Downey, the CIA agent captured and held prisoner in Communist China for 20 years. The context of the quote is as follows:
Based on an internal CIA documentary that was ultimately made public,
a turning point in his psychological state occurred after about four
years of captivity.
“I just pulled myself together and said,
‘Enough of this crap,’ ” he later told the filmmakers. “I really found
the most pernicious thing in prison was feeling sorry for yourself.”
I would say that the most pernicious thing out-of-prison is also that feeling.
He and Fecteau [his CIA colleague who was captured with him] also told the CIA that they learned not to complain about
treatment. When Fecteau said tomatoes gave him indigestion, he’d get
more tomatoes. If he said the weekly bath didn’t have enough water, he’d
get less water next time.
As a rule, complaining about what is handed to you by those who control you is probably not a good policy on the outside either.
The CIA documentary is on the CIA Website. It is entitled "Extraordinary Fidelity."
There is also a written narrative on the website about the captivity of Downey and Fecteau here.