The fact that Rico is so affected by David's statement speaks volumes about his naive world view.  That is, what might seem obvious to some people is taken as a profound statement by Rico. 

Michael C. Hall's delivery of that David-to-Rico line "You can’t ever really know a person. If you think you can, you’re living in a fucking dream world." is pure acting gold.  The statement is also mostly true. Every day, people learn the hard way about that one.