It’s a quote often attributed to Sigmund Freud. I don’t believe he ever actually said it though.

it’s a reference to a (possibly apocryphal? i’m not very well educated) anecdote about sigmund freud. freud had a hypothesis that basically any phallic object in a dream represents an actual phallus because supposedly basically everything in the human psyche is connected to sex. someone pointed out his fondness of cigars and he replied with the quote, “sometimes a cigar is just a cigar.”