She had a gig on a soap opera in NYC (they used to shoot most soaps in NYC and most TV generally in NYC). She left it for Don bc he was going out there for SCDP and Sunkist (I think) but then Ted got that gig after Megan had moved out there. Don never moved. Meanwhile Megan has struggled to land acting roles out there. So I think that is what she's talking about. Plus she spent some of her prime adult years with Don and he was a mess. And he didn't want her to work at all - remember he didn't want her on that soap at first. He was resentful and not supportive of her career choice b4 she got that soap gig.