This is what I mean when I say, in a rather convoluted way, that most Americans tell themselves the story that you should have no story except the story you chose when you had no story. That we are, in other words, people of our own making, constituted by a free choice. And that free choice is the only thing we are responsible for.
He is saying that Americans think that they can choose their own narratives - that they can disavow their backgrounds and be heroes in tales of their own choosing. The first problem with this view is that it is, in a way, a different form of cultural baggage that we take on when we attempt to discard the baggage with which we were born. The second problem is that it is utterly false.