In this quotation, Thoreau suggests that we do not live deliberately; that we allow our true natures to be disrupted and disturbed by minor occurrences. We care too deeply about small things that do not, ultimately, matter. He implores us to
spend one day as deliberately as Nature, and not be thrown off the track by every nutshell and mosquito's wing that falls on the rails. Let us rise early and fast, or break fast, gently and without perturbation; let company come and let company go, let the bells ring and the children cry, — determined to make a day of it.
The nutshells and mosquito's wings he speaks of are symbols of all the tiny nothings that we take so seriously, that we allow to throw us off track and distract us from what our real priorities ought to be. He wants us to get up with the sun and go about living our lives, choosing for ourselves what we do, rather than allowing our days to be dictated by routine. Thoreau implies that we let every little detail of life get to us; we must not let them do this, or else our lives become "frittered away by detail." We must simplify.
Thoreau, in this chapter of Walden, is discussing nature and the sublime. Part of his formulation of this has to do with the interplay between reality and spirit. Earlier in the chapter, he talks about how "our vision does not penetrate the surface of things," suggesting that true vision is able to see the eternal in the present—as he writes immediately before the quotation, "we are enabled to apprehend at all what is sublime and noble only by the perpetual instilling and drenching of the reality that surrounds us.” Thoreau uses the metaphor of the railroad as a way of describing this quality. Reality runs on a set of spiritual "rails" that inevitably tends toward the sublime, if we are able to avoid distractions and ground ourselves in the "hard bottom" of truth.
What Thoreau is driving at here is that individuals must concern themselves with what's really important in life. This may seem like a banal observation, but, as Thoreau suggests, it's far too easy for us to waste our precious time with mindless distractions. Such sage advice is particularly relevant today, in an age where virtually everyone seems to be chained to their cellphones for several hours a day.
Thoreau is convinced that, were we to live according to nature for just one day, we would immediately see the difference that it would make to our lives. We'd realize how life should be lived: peacefully and in harmony with our surroundings. We'd also then realize what truly matters in life, instead of allowing ourselves to be distracted by all manner of worthless trivia.
In Walden's "Where I Live, and What I Lived For," Henri David Thoreau writes,
...I went to the woods because I wished to live deliberately, to front only the essential facts...
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of life, and see if I could not learn what it had to teach, and not, when I came to die, discover that I had not lived.
This theme of living deliberately prevails throughout Thoreau's thoughts. Clearly it is evinced in the cited passage above in which Walden exhorts people to make meaningful their actions of each day; he hopes, too, in this goal that people are not distracted by the insignificant, an idea he expresses metaphorically by writing,
Let us....not be thrown off track by every nutshell and mosquito's wing.
So often people are waylaid by superfluous goals or actions that hinder them from having truly positive and rewarding experiences with others or with nature. Thoreau believes that every act of a person should demonstrate his/her determination "to make a day of it"; that is to fill the day with actions and ideas that are truly memorable and worthwhile and meaningful by not letting banal things distract them such as bells ringing and children crying. Clearly, in this passage, Thoreau's strong sense of individualism is expressed. For, a person must be all that he/she can and develop a sense of determination to seek the important things in life in order that he/she can be an authentic person.