We begin by coveting what we see everyday?

Basically, in the context of the movie, it means that the killer in this case starts wanting to be a woman based on the women he sees every day, not some fantasy woman like Madonna he may have seen on TV. So, Lector's hint to Clarice is to look closer to the area where the girl was snatched.

He meant desiring what isn't ours. And what he saw everyday was not good. If you ever saw the beginning or last Hannibal Movie.

'to covet' is to wish for something longingly when it belongd to someone else.

By Lector's statement "We humans have a habit for desiring the object of another's possession, which is wrong, and troubles us because we dont have that object"