There are some people on the Scummer team that would argue this is one of the most important lines, spoken by the saga's most underrated character. While I wouldn't necessarily agree that the line amounts to anything integral to the overall story arch of Anakin Skywalker, it does set the stage for today's topic.
All the kids living in the slave ghetto in Mos Espa lived their lives in fear. Afraid they'd be beaten by their owners. Afraid they'd be sold off and separated from their families. Afraid they'd be blown up. Life wasn't good for these kids, and luck was a notion that didn't have much tangible value to them, so when little Kitster Chanchani Banai expressed his amazement at his friend's good fortune, he did so without irony or sarcasm.
The Day young Anakin Skywalker met Artoo-Detoo was the turning point in the boy's life. Having seen the full story arch, we can mostly agree that Anakin was just trading one form of slavery for another (before trading that slavery for a third version of the theme), but in his young eyes he saw nothing but freedom and adventure in his future.
Anakin started seeing it for something different in the ten years between his adventures with the Astromech droid, but once they were in the same place together Anakin felt that childhood exuberance again. His future was once more bright... Even though he was about to lose his mother (not to mention his right arm just below the elbow) he was on his own path for the first time, and his fear didn't matter. He had Artoo...
After the Battle on Geonosis, the two of them would share a great secret and take on the galaxy as a team and even as he turned to the Dark Side, the pair was inseparable. In fact, had Obi-Wan left him well enough alone, Anakin and Artoo may have been together until the very end. That of course, isn't what happened though. The events on Mustafar drove a wedge between them. Now that he was Darth Vader, he was on a path that Artoo couldn't follow, and it broke his little droid heart.
For those of you thinking I've got Artoo mixed up with Anakin's wife, let me point out that Anakin didn't encourage his Clone squadron to paint their armour to match Padmé...