If you don't like ko, don't play go.
If you feel that ko is bothersome and a pain to play, you shouldn't play go. This is because ko is one of the most important aspects of the game and you must always be ready to deal with any ko situation that may occur, whether it's yours or the opponent's. Ko is a fundamentally efficient play (you ignore atari to your stone!) and can't be avoided when both sides seek for best efficiency.
Assume we are in the endgame, playing the first line at the border of territories. White must decide whether to connect at a. Let's also assume there are no life and death implications.
We will show that White must not necessarily connect and can play the ko. The point of the proverb is that one must at least ponder the thought.
After - elsewhere, as a ko threat and the reply, takes back the ko and can play a local ko threat. Later, a and b are also such local threats.
If White does not respond to (a threat elsewhere) but fills the ko at , next she can destroy Black territory herself at c. Maybe the exchange of Black's unanswered threat for this threat c is better for White. Compared to the diagram "connect" up above, White has gained. If Black has many large threats, however, White will have taken the risk of losing a large corner.
The main idea is to not automatically connect if the possibility of a ko is available. Instead, one should not fear the ko but calculate the possibilities. If you always submit out of fear for the ko, your Go will not develop.