It might help to have some examples. Are you a student talking to other students? An office worker talking to colleagues? An attempt to converse with (say) a busy clerk at a store is less likely to go well than a casual chat with someone who is also waiting in line.
And sometimes there’s genuinely nothing to talk about, and recognizing that is a useful skill.
The comment is a reference to The Wizard of Oz, where three characters are walking through the woods talking about their fear of “lions and tigers and bears, oh my!”