。
I feel better knowing there are people more perverted than me.
Literal
I [than-よりも] more perverted people [also-も] exist, was-relieved.
A casual, slightly risqué admission. エッチ ('lewd, perverted, sexual') comes from the letter H — short for 変態 (hentai, 'perversion,' 'weirdo'). The letter-based euphemism softens the topic of sexuality, letting people discuss it with a lighter register. エッチな + 人 = 'a lewd/perverted person' or, more loosely, 'someone with strong sexual interests.' 私よりもっと~な ('more X than me') is the standard comparative with もっと reinforcing the degree. 安心する ('to feel relieved, to feel at ease') is a な-adjective/verb combo; in its past form 安心しました, it's polite and past.