Context

This quote is spoken by the alien family The Coneheads—Beldar, played by Dan Akroyd; Prymaat, played by Jane Curtin; and Connie, played by Laraine Newman—on Saturday Night Live.

The Coneheads "come from France." (Translation: they're aliens.)

And they eat. A lot. 

In one memorable SNL sketch, they are visited by a taxman from the IRS (played by Steve Martin).

While Beldar is being audited, Prymaat rolls in a giant cart laden with breakfast food. Prymaat tells the IRS agent, "Visitor, we advise you to consume mass quantities," as they chow down on bacon and eggs, washed down with a six-pack of beer. Each. 

They may be aliens, but they're still polite.

Where you've heard it

You'll hear this one if you're ever having a massive breakfast of shredded swine flesh and fried chicken embryos with a giant jug of Tang on the side.

Additional Notable References

• This line is of course referenced in the 1993 Coneheads movie. 
• You can wear your "Consume Mass Quantities" hoodie while consuming mass quantities yourself. Just don't eat the hoodie.
• The Kobo reading app has an award called "All You Can Eat." How can you get it? According to the official website, you must "consume mass quantities to earn this award."

Pretentious Factor

If you were to drop this quote at a dinner party, would you get an in-unison "awww" or would everyone roll their eyes and never invite you back? Here it is, on a scale of 1-10.

When someone serves you brunch, it would be rude to not consume mass quantities.