Sheep get a bad rap, and The Alchemist doesn't do much to save their reputation as ignorant followers. Watching his flock, Santiago notices that "[t]hey never have to make any decisions [. . .]. The only things that concerned the sheep were food and water" (1.22-23). It doesn't take long before we see that the sheep are a symbol for people who aren't really into the adventure of seeking their Personal Legend but are way more interested in milling around, snacking on grass slash chilling on the basement couch with a bag of Hot Takis.
In case we don't get it right away, Melchizedek spells it out for us when he explains to Santiago that, "In the long run, what people think about shepherds and bakers becomes more important for them than their own Personal Legends" (1.126). Worrying about what people will say, then, is kind of like worrying about silly things like food and water when there's buried treasures to be found.
The lesson is, then, don't be a sheep. That would be baaaaad. (Get it?)