“You delude yourself that you live in a free country because you never test the boundaries of that freedom.”

Source: I Feel Bad about My Neck: And Other Thoughts on Being a Woman

GWU interview (1997)
Context: You know, you have to really decide where you want to live: if you want to live in the jungle or in the zoo. Because if you want the beauty, if you want freedom, the jungle is... that's your world. But you're in danger there, you have to live with snakes, sharks, tigers, skunks, you know, mosquitoes, leeches. You want to be safe, you have to live in the zoo. You are protected. You know, if you are a lamb, the tiger will not attack you. You know, you'll get a little bit something to eat every day; that's fine. You have to work hard, but you live behind the bars, and what's wonderful — you live there behind the bars and you dream about the beauty of the jungle. Now what happened was that the bars opened, and everybody runs after the dream. And suddenly, well, yeah, it's beautiful — yes, I am free to go wherever I want, do whatever I want, but where do I want to go? Oh, my God, and here is a tiger and here's a snake. Oh, oh, and people have a tendency to, you know, back. And you will be surprised how many people prefer to live in the zoo; they are not ready to pay for the freedom; they think that freedom should be, you know, for free, even for granted, which never is, never is.

Source: Colorless Tsukuru Tazaki and His Years of Pilgrimage

Source: Choke

Hays translation
II, 4
Meditations (c. 121–180 AD), Book II

Variant: Freedom is not the absence of commitments, but the ability to choose - and commit myself to - what is best for me.
Source: The Zahir

Variant: Expose yourself to your deepest fear; after that, fear has no power, and the fear of freedom shrinks and vanishes. You are free.