This line is a bit of a random conversation starter. Should a person ever walk up to me and boldly ask this with little to no build up or explanation, I would be fairly taken-aback. Apparently, nothing catches Jake Barnes off-guard. Anyway, Cohn appears to have a brief mid-life crisis, in which he feels absolutely sure that he's not living life up to the fullest, and thus decides that he wants to go to South America, and everything will be okay. This is one of the common ways that people in the novel seek to find fulfillment in their lives: travel. Whether it's moving from bar to bar, or from country to country, the members of the Lost Generation often try to leave their problems behind by actually physically moving. However, Jake responds with the lovely quote: "You can't get away from yourself by moving from one place to another" (p. 19). Jake is essentially saying that the problems that Cohn faces are due to his lifestyle, like his outdated values and morals, and that changing location will not make these problems go away. This chapter also shows a particular recurring quality of Jake's: oftentimes he shows quite the impressive insight in pointing out a problem, typically of those facing the Lost Generation, yet he oftentimes falls short of actually offering a solution.
This is South America; it does not hold the answers you seek.
This is South America; it does not hold the answers you seek.