It's from a famous poem by Robert Frost. It starts
Two roads diverged in a yellow wood
And sorry I could not travel both
I took the one less traveled by,
And that has made all the difference
you can read the entire poem at http://www.amandashome.com/road.html
The poem is about the choices we make in life. Sometimes we take the well beaten path that many or most have taken before us. But sometimes, some people chose the path that fewer people take (perhaps in selecting a career as an artist or priest instead of an accountant or programmer).
Robert Frost being a poet took the less traveled road, and as he said, for him, that has made all the difference.