“Never let your sense of morals get in the way of doing what’s right.”

I think it mean that no matter what, always do the right thing, even if you don't  feel good about it. Like let's say that someone is in danger, you have to try your best to save that person even if it seems dangerous to you. I think it is pretty much saying that you have to stand up for yourself or simply don't be scared of anything or anyone because it is your life and you make your own choices. You don't want anyone to tell you what to do. When something sounds right to you, you gotta do it even if your brain says no.