The idea is that second-order intentions collapse into first-order intentions.
You can will an action; for example, you can will to open the door.
But, so Schopenhauer is saying, there is no difference between willing to open the door, on the one hand, and willing to will to open the door, on the other.
Is Schopenhauer right about this?
Yes and no.
Yes, in that intentions tend to be of the first-order variety, since it would be viciously regressive that any given intention presupposed an intention to have that intention.
No, in that it is indeed possible to have intentions concerning one’s intentions and, in particular, about one’s ‘will’, this being one’s ability to persevere in one’s undertakings.
For example, a few months ago, I was eating too much fast food and not preparing enough healthy home-cooked meals. I knew that if I tried to change my eating habits without first changing myself, I would not able to develop better eating habits. So I willed to dedicate an extra portion of my will to the development of healthy eating and cooking habits.
And it worked. I now cook my own meals, and I never eat processed foods.
The point being that an action, such as preparing a meal, that can be the result of a first-order intention can also be the result of a second-order intention—of a will to direct one’s will in a particular direction.