Replacing or mixing user contexts in apllo server?

I am new to GraphQl and Apollo and learning them from docs.

In Apollo basic docs:

If you use this.context in your datasource, it’s critical to create a new instance in the dataSources function and to not share a single instance. Otherwise, initialize may be called during the execution of asynchronous code for a specific user, and replace the this.context by the context of another user.

I couldn’t really understand this part, shouldn’t every user have it’s private connection and so users activities cannot be mixed??

How users contexts can be mixed in this case??..does this mean that if i made a mistake and didn’t make a new instance of the datasource in that case, a user will receive another user data??