It depends on the context. We need to know the sentences that preceded it. Here are two possibilities.
1) If it is about computers or electronics, it means you need to connect yourself to "ground" (U.S.) or "earth" (U.K.). You normally do this by wearing a "ground strap" on your wrist. Otherwise, you pick up a charge of static electricity, which can damage electronic parts.
"Ground yourself before taking the circuit board out of the antistatic bag."
2) If it is about study, "ground yourself" means "learn the basics."
"Don't start learning calculus until you have grounded yourself in algebra."