The scriptures are a part of Holy Tradition and you have no meaningful access to their divine authority or wisdom if you try to sever the scriptures from the Church that Christ founded. Sola Scriptura is a heresy that ultimately brings one to worship of self.

What does this mean?

I'd trust the guys that were around the time of Christ and not long after than a revolutionist 1500 years later The Catholic church did turn heretical but the orientals stayed true to the word and the fathers traditions

Did anyone study WHERE that word came from? Seems like it might be important if one claims they only use the Bible.

“Where” is a very crucial question. The Protestant account is a circular “argument” that boils down to being able to tell the scripture is the scripture because it looks like the scripture. They have to adopt this theory because all their thousands of Protestant denominations are built on the revolutionary concept of prying loose the scripture from the greater Body of Christ that recognized and preserved the scriptures (a central pillar of Holy Tradition). The traditional Christian account of scripture is pretty straightforward and rooted in Christ: 1: Christ is the Word Incarnate. He proved His identity by His birth, death, and resurrection. 2: Christ commissioned the apostles with authority from Him to found a church and preach His gospel 3: Those apostles wrote the New Testament by the inspiration of the Holy Spirit 4: The apostles ordained direct successors, still acting by the guidance and protection of the Holy Spirit, who employed their inherited authority to unambiguously identify what the scriptures were (and importantly also taught what they meant). 5: The Christian today can read and submit to the scriptures because they were preserved and delivered to him by the witness of the Church that wields the authority given by Christ. The thing which He promised the gates of Hell would not prevail against. By submitting to the scripture, a believer submits to a direct line of Faith going back to Christ. A Faith once delivered for all to the Saints.