One meaning is that the concept of "me" and "my room" is useless unless there is a "you" to be not-"me" and to have a different "room". Therefore the self is relative to other people. We define ourselves socially.
Another interpretation of this secret is that phenomenal reality exists only in the presece of the perceiving subject. There is a koan that runs, "Who is the master who makes the grass green?" We cannot say that grass has the property of looking green unless someone is looking at it - at the most, we could say that it reflects electromagnetic waves in the 'green' range. Nor does any part of your brain turn green when you look at the grass, so we cannot say that the greenness is in your brain. Nor can we say that the greenness is in your mind, as you will not perceive it until the grass is present. Phenomena like "green" or "my room" are constituted by the union of a perceiver and the perceived. It's like the way Schrodinger's cat is neither alive nor dead 'til you check on it. Things only exist, only are the way they are, when they are so constituted by a human subject, you dig?