Just to not think and focus on how to act. Of course, you should think about how you act socially to some degree, but don't always think stuff like "I need to act like a preppy girl" or "I should act airhead". In honesty everyone is a unique mix of personality traits. Be yourself just means not to TRY and be a different personality.
It basically means that you shouldn't act or pretend to be someone you're not. You might not like who you pretend to be. Always act the way you normally do. Don't act the way that the other kids do because you want to fit in. Do what you like and don't be afraid to show it.