It suggests that the narrator, in choosing the "less-traveled" path, has found experiences, seen and done things that have brought him or her greater fulfillment in life than he or she would have gotten by following where everyone else has gone before.
This is one of the most frequently asked question and very important.
First let us consider the previous line -
I shall be telling with a sigh
The "sigh" in this line has confused every person on Earth who has read this as it can be a sigh of relief or a sigh of a depressed individual. However, this commonly taken as a sigh of relief, which will easily answer your question.
Frost took the path less trodden upon, the uncommon path. He was one of those individuals who dared to dare. Now, "ages and ages hence" he says that he "took the one less travelled by, and that has made all the difference" .
This clearly shows that Frost advocates the message of courage and risk-taking. He tells us that there will often be two choices in our life - one, the common one and two, the uncommon one.
He took the uncommon one which is brought him unbound fame, wealth and a sigh of relief.
For your interest, you may wonder how can we deduce whether it is a sigh of relief. Once, he had said -
It was aprivate jest at the expense of those who thought I was sad of the way I was leading my life.