Randy was correct, however, this could also mean spiritually, how far would you go to save yourself (mind/soul)? Would you sacrifice (let go) of your material goods (things) for the sake of your humanity (sanity)? Example: Would you let go of your wealth for love? Would you let yourself make decisions based on fear or rationale? I hope this helps too, saving yourself can be physical or mental.

It means how many of your principles would you ignore to preserve your own skin. Did you see the movie "Titanic"? There were examples of men rushing to the lifeboats ahead of women and children.