At the end of The Doors' song 'Wild Child' Jim Morrison speaks the cryptic statement, "Remember when we were in Africa?" What does this statement mean?

The song isn't about a particular child (she has no mother or father) it's about the savage, wild side in all of us. The reference to Africa is because 'we' are all descended from the first humans who came out of Africa. The wildness still in all of us is like a memory of our untamed ancestors. Just my interpretation...

http://www.metrolyrics.com/wild-child-lyrics-the-doors.html

Here is a video clip of the song along with some more fan perspectives.

https://www.songfacts.com/facts/the-doors/wild-child

Jim was making a direct reference to Rimbaud here. He wanted to escape metaphorically, perhaps, literally into a fantasy world where he was safe in the company of those he considered himself a peer or equal to Rimbaud.

https://en.wikipedia.org/wiki/Rimbaud

During this time in Virginia, Jim also continued to read. He found interest in Nietzsche, Plutarch, Ginsberg, Michael McClure, James T. Farrell's Studs Lonigan, James Joyce's Ulysses, Balzac, and the French Symbolists (most important of these poets being Arthur Rimbaud, about who Morrison would write the song Wild Child about).