Grown up, and that is a terribly hard thing to do. It is much easier to skip it and go from one childhood to another.

The line contrasts the demanding work of genuine maturity with the seductive ease of perpetual adolescence. “Grown up” here implies accepting responsibility, limits, and moral or emotional accountability—tasks that require sustained self-knowledge and discipline. By describing adulthood as “terribly hard,” the speaker suggests that many people evade this challenge by cycling through new forms of dependency and novelty—“one childhood to another”—rather than developing stable character. The sentiment fits Fitzgerald’s recurring preoccupation with youth, glamour, and the costs of living for pleasure, implying that the refusal to mature can look like freedom but often masks avoidance and fragility.