There is a definite shift in terms of time and when the poem is being narrated in the break between the third and final stanza. The narrator has just made his decision to follow one path, consoling himself with the thought that he could keep the other path "for another day." However, as he goes on his chosen path, he reflects that he probably would be unable to come back and take the other path later:
Yet knowing how way leads on to way,
I doubted if I should ever come back.
The last stanza signifies a break in the poem as the speaker imagines himself talking about this seemingly harmless incident later on in life and expressing his sense of curiosity and regret about choosing the path that he did:
I shall be telling this with a sigh
Somewhere ages and ages hence:
Two roads diverged in a wood, and I -
I took the one less travelled by,
And that has made all the difference.
This shift in the last stanza seems to be related to what Frost is trying to say through the poem. Every choice is a risk and even carefully weighed choices have unexpected outcomes. The reference to the "sigh" that the speaker tells his story with helps establish a tone of regret. Although both paths looked the same, and often in life choices may be very similar, one can turn out to have radically different outcomes, and we are left wondering what would have happened if we had taken the "road less travelled."