Answer:
You have to make sure that the reader cares enough about these characters.
Explanation:
In the NPR interview with Karin Slaughter, a famed thriller writer, she admitted
"What makes thrillers work is that they have to have a beginning, a middle, and an end. When you want a really good story and a compelling read, you have to focus equally on plot and character, and you have to make sure that the reader cares enough about these characters so that when bad things happen, they wanna read along."
So, when Nico noted his statement while listening to the interview of a famed thriller writer, he seems to be addressing the need for readers to have care for the characters in the stories they read. This note is a reference to the need for readers to care enough about the characters that they are reading in a book.