Nazi Germany seems an atypically bad place to be obedient, so it's not clear the lesson applies in general.
But the idea is that without rational thinking skills, you have no way of knowing whether you're in a typical or atypical place to be obedient.
A while back I did a couple of posts on the care and feeding of young rationalists. Though it is not new, I recently found a truly excellent post on this topic, in Dale Mcgowan's blog, The Meming of Life. The post details a survey carried out on ordinary citizens of Hitler's Germany, searching for correlations between style of upbringing, and adult moral decisions.