"The Road Not Taken" is a poem with a theme of a traveler who chooses one road over another. This traveler will never know the joys of taking both roads. The traveler had to decide upon one road. Now he tells this story with a sigh because he is only one traveler who could not take both roads. The traveler has regrets. He wanted to take both roads, but he had to choose one road over the other. 

The traveler took "the road less traveled by" and feels that this road had made all the difference in his life. The traveler is a nonconformist. He decided to take a road that few people travel. He did not try to get in with the in crowd. He chose to be different. He chose to be unique in his travels.

Ultimately, the traveler feels he has made the right choice. Still, he does have mixed emotions because he could not travel both roads. In the end, he says: 

Two roads diverged in a wood, and I—I took the one less traveled by, And that has made all the difference.

Whether this difference is a positive in the traveler's life is still a question for the reader. The reader can assume that the traveler is saddened by not being able to take both roads. It is the road not taken that is causing the traveler to have regrets as he tells this with a sigh. 

No doubt, the speaker or traveler is fixated on the road he could not take. That is why he titled this poem "The Road Not Taken." The traveler will forever wonder what he missed by not being able to take both roads.