"The Road Not Taken" can be seen as a poem which laments that we must make one permanent choice and then stick by it without having an option to change our mind and nullify our previous decision.
When the speaker decides what path he wants to choose, he realizes that there is no going back. His decision will have a major impact on what he experiences next, and he cannot nullify it. This knowledge causes him to experience a sense of regret and sadness, which is implied in the last stanza:
I shall be telling this with a sighSomewhere ages and ages hence:Two roads diverged in a wood, and I—I took the one less traveled by,And that has made all the difference.
When the speaker states that he will be talking about his decision "with a sigh," it is implied that the impossibility of taking that other road will have a negative impact on him and will lurk in the back of his mind for good. The title of the poem supports this claim because it does not refer to the road he takes. Instead, it refers to the road he does not take.
In the end, the speaker may want to tell us that it is not about the path we take in our life. Rather, it is about a sense of melancholy we have to deal with because of the impossibility of choosing more than one path at any given time.