A statement by a fictional character is part of the fiction, and so is normally protected by copyright.
A short exclamation such as "You are not prepared!" might be ruled to be too short and not sufficiently original to be protected if it were used separately, but that would apply just as much to a short statement that was not a quote from a character.
But something like one of Gandalf's speeches on "mercy and pity" to Frodo in Chapter 2 ("The Shadow of the past") in book 1 of The Lord of the Rings would clearly be protected.
The longer and the more distinctive such a text is, the more clearly it would be protected. Whether it is put in the mouth of a character or is part of the narration makes no significant difference.
Note, in a copyright sense a statement does not "belong to a particular universe", rather it belongs to a copyright owner, often the author, or in the case of a video game quite likely thy publisher.
As this comment by Kevin mentions, and as I should have mentioned, reproducing a short quotation from a work of fiction, particularly if properly attributed, is quite likely to be fair use. See Is this copyright infringement? Is it fair use? What if I don't make any money off it? for more specific details. See also the threads tagged fair use
If a quote is used for a different purpose than the original, in what is called a "transformative" manner in copyright cases, then it is more likely to be held to be fair use. The smaller of a percentage of the source item the quote is, the more likely it is that it will be considered to be a fair use. The less the use of a quote serves as a replacement for the source, or harms the market for the source, the more likely it is to be considered a fair use. See the links above for more detail.