He said that because he failed to self treat his depression very well. From what I’ve read, Eug?ne Henri Paul Gauguin never managed to fit in any place. His early childhood was marred by the death of his father. He spent part of his formative years in Peru. He strove mightily to catch up and learn French. He pushed himself as a student and became a stock broker. He abandoned that lucrative career at age thirty five to become a professional painter. This was not the mark of a man who fit into his society, nor was it sensible, since he could have entered painting on a part time basis. Over the course of his subsequent life, he abandoned his family, had several reported suicide attempts and by the time he died was suffering from alcoholism and syphilis. All this tells me that Gauguin was a very unhappy person, most probably suffering from depression which may have been exacerbated by alcoholism and syphilitic dementia. Taken together, he his life seems to have been a living hell. His art was rejected--largely--by the French art establishment. This failure to be accepted lead Gauguin into a life of financial difficulties. My educated guess is that when he spoke of revenge, he wanted revenge against them primarily. But, he had clashed with the church, society in general and many, many other people. Unless I had more data as to when he uttered that phrase, it would seem to that the art establishment would be the best guess, although he could have wanted revenge against quite a few other persons and institutions. Gauguin spent most of his life being angry, so it is impossible to tell at whom he was angry at any given moment of his life.