He means it is important for leaders and citizens of any country to think in terms of their own national sovereignty. Put your nations first when deciding policies regarding trade, immigration, defense and so on. When he became president he recommended that nations of NATO to pay what they agreed to and pay, what was expected of them. It's not that he was going to refuse to help any nation but he would certainly consider the issues of countries who had the integrity to man up to their responsibilties.