“Most people do not really want freedom, because freedom involves responsibility, and most people are frightened of responsibility.”
By far the earliest appearance of this phrase, or any large piece of it, occurs in Bryan Magee's 1973 book Popper, a study of the philosopher Karl Popper:
"Near the centre of Popper's explanation of the appeal of totalitarianism is a socio-psychological concept which he calls 'the strain of civilization' -- a concept related, as he acknowledges, to that formulated by Freud in Civiliation and its Discontents. We often hear it asserted that most people do not really want freedom, because freedom involves responsibility, and most people are frightened of responsibility. Whether or not this applies to 'most people' there is, I am sure, a vital element of truth in it."
Although Freud is mentioned in the same paragraph, he is not asserted to be the source of the statement -- nor does Magee even claim that this statement represents Freud's ideas specifically.