Throughout the book, Marshall has one babyish habit he just can't quit: carrying his stuffed octopus, Security, around with him. Everywhere. For Marshall, Security is, well, a security blanket. No subtlety with that name, it turns out. He needs the octopus there so that he can feel safe and grounded. That's why he completely loses it when he misplaces the stuffed animal:
Marshall had lost his octopus, Security, and there was reason to believe that it had been left in Egypt the night before. Marshall wanted Security back, and Melanie wanted Marshall to quit pestering her and be himself again. (18.1)
But after Marshall and April have a close call with the child murderer, Marshall is hailed as a local hero. And because he's stared down real evil, Marshall starts to feel like he can take on anything. After that, he starts feeling like maybe he doesn't need Security with him all the time, after all:
After that he started leaving Security home sometimes when he went places, and before too long he didn't need to have Security with him at all anymore, excepting to hold on to at night when he was sleepy. (21.51)
After all, a big part of growing up is taking off the training wheels. That's just what Marshall is doing when he starts leaving Security at home sometimes. Way to be a big boy, Marshall.