It means reading more than your dialogue. Read the action, character descriptions, page numbers, entrances, exits, and what the other people say before you begin deciding how the scene sounds.
The practical question is not “Did I notice every detail?” It is “Which detail changes what I do?” A scene around page 78 may carry consequences that were not present around page 33. A private confession in a public hallway changes how freely you can speak. A character described as exhausted, armed, or out of place enters with pressure already on them.
Do not turn every clue into a backstory. Mark what the page gives you, locate the scene inside the larger story as well as you can, and identify the fact creating the most pressure now. Then act from the pressure, not from the fact sheet.
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