As the others have said.
It's a request from someone to be considerate and kind to them.
Most people say it when they're new to a certain place like an internet forum, a game or a club.
"Go easy on me" is a similar sentence used in such situations too.
For example:
(At Karate lessons)
Person 1: "You ready?"
Person 2: "Go easy on me, I'm new to this"