"They" are very naughty people.

After reintegration to Oceanian society, Winston encounters Julia in a park; each admits having betrayed the other:

"I betrayed you," she said baldly.
"I betrayed you," he said.
She gave him another quick look of dislike.
"Sometimes," she said, "they threaten you with something – something you can't stand up to, can't even think about. And then you say, 'Don't do it to me, do it to somebody else, do it to so-and-so.' And perhaps you might pretend, afterwards, that it was only a trick and that you just said it to make them stop and didn't really mean it. But that isn't true. At the time when it happens you do mean it. You think there's no other way of saving yourself and you're quite ready to save yourself that way. You want it to happen to the other person. You don't give a damn what they suffer. All you care about is yourself."
"All you care about is yourself," he echoed.
"And after that, you don't feel the same toward the other person any longer."
"No," he said, "you don't feel the same."

Throughout, a song recurs in Winston's mind:

Under the spreading chestnut tree
I sold you and you sold me—

The lyrics are an adaptation of ‘Go no more a-rushing’, a popular English campfire song from the 1920s, that was a popular success for Glen Miller in 1939.