Being strategic (here synonymous with "rationality" and "optimization") means systematically working toward goals. Humans are not automatically strategic. Sometimes this is simply because we do not notice the possibility of being strategic, or that it would be beneficial. Other times, there is external pressure against being strategic. The pressure may want us to be "normal" -- to just do things the way everyone else does them.
In recent events, we have Alexander Coward's discussion of the teaching environment at Berkeley. He was dismissed on a charge of teaching too well. By using evidence-based teaching techniques, he created a classroom environment where students could thrive. Rather than being praised for his effort, he was harassed, and told that his lessons should be more "ordinary". His teaching created a problem for the department: students were taking his sections rather than those taught by other professors. Moreover (according to his analysis of events), his ability to teach well poked holes in the department's ability to claim that they needed more money to teach better. Whatever the real reason, it's clear that he was making too many waves and being asked not to rock the boat. The incentives of the department, and of various people within the department, were not aligned with the department's supposed goal of teaching students well. This type of value misalignment creates fake work and lost purposes -- a topic to be discussed more later in the Processes of Rationality sequence.
A similar concept is that of the scrub. Especially in tournament video game play, a scrub is understood as someone who plays a game with an additional set of unwritten rules limiting their strategy. They have an idea of what is "fair play" and what is not, and if you cross their line, they'll often accuse you of "cheating". The scrubs think that they are playing for fun, not to win, and that if people employ the best strategies at their disposal, it spoils the fun. Perhaps this is because allowing any possible strategy creates inequality in the playing field, due to varying levels of skill. However, by limiting the set of allowed strategies, a scrub is rejecting options for becoming a stronger player.
Non-scrubs play to win, and tend to think that the scrubs are mistaken in claiming that this isn't fun. One name for non-scrubs is munchkins. A munchkin is a player who plays ordinarily non-competitive games competitively. The term originates from role-playing games such as Dungeons and Dragons, which have a tension between the combat aspect (wherein one is trying to win) and the role-playing aspect (which many consider primary). The story often told (I did not find an original reference) is that through a clever combination of items and abilities, one player found a way to cast an infinite sequence of Wish spells, the most powerful spell in the game. As a result, the term munchkin invokes a willingness to search through all possible options, no matter how unconventional, to achieve one's goals.
A scrub may have learned scrub ideas from another scrub, but at root, scrubs seem to occur naturally: the motivations for becoming a scrub appear to be near-universal. Being strategic means, in part, asking whether you've become a scrub in your own life, looking for self-imposed limitations where you've taken the default path and stopped looking for better alternatives. This doesn't mean we should always rock the boat like Alexander Coward: his unwillingness to bend to the unwritten rules had quite a negative impact on him, at least in the short term. In his case, he cared enough about teaching well that this consideration outweighed the other consequences. In other cases, this may not be so. Similarly, if you're playing a game with scrubs, the best way to have fun probably is to follow their rules -- unless you enjoy beating them mercilessly. The point of being strategic is to think about what your actual goals are, and maximize those, whatever it takes.