There's probably cultural context you're missing (I'm guessing you're not a native English speaker, or at least non-American.), because it's pretty straightforward from here without any textual context.

A "good loser" is idiomatically someone who can accept defeat graciously (i.e. not get bitter or angry at the opponent). The quote says that anyone who doesn't get offended by their own losses won't improve and will remain a loser.