At the beginning of the story the narrator says that there were "three bridges" that one could have chosen between to get to the hospital. He says that on one of the bridges there was "a woman (selling) roasted chestnuts." The narrator remarks that one could be warm "standing in front of her charcoal fire." The narrator does not describe either of the other two bridges.
Each bridge symbolizes a psychological journey that the narrator, as a soldier, needed to take. That journey symbolized his mental odyssey from the horrors of war to the healing and recuperation, physical and psychological, symbolized by the hospital. The fact that the three bridges all led to the same place, namely the hospital, suggests that the soldier had no real choices as to the destination he needed to make. There may have been choices in the way he got there. Whichever way he chose to go, or whichever bridge he chose to cross, he had no choice but to undergo a process of psychological healing before he could move on with his life.
The fact that one bridge is described as providing warmth perhaps suggests that that bridge was comfortable and familiar, and that the other bridges, by contrast, were cold and unfamiliar. Perhaps the meaning here is that, metaphorically and psychologically, the soldier took the path, or bridge, that was easiest for him. While there were separate routes to choose from, it may have been better for the soldier's psychological healing to choose the one that he had chosen before. Through such a difficult ordeal, he probably wanted to take one that he was already familiar and comfortable with.