The typical reading of this poem is that it celebrates non-conformity, being a reflection on the possibilities in choice and decision. The narrator explicitly states that he took "the road less traveled by," meaning the road or choice that would not normally be taken by travelers; instead of conforming to the norm, or the standard, he makes a non-conformist choice and it seems that it was the right one. As with all things, the narrator mentions that the paths are "about the same," but he takes the one that is less common, for his own reasons.
Oh, I kept the first for another day!
Yet knowing how way leads on to way,
I doubted if I should ever come back.
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 traveled by,
And that has made all the difference.
(Frost, "The Road Not Taken," bartleby.com)
Now, the narrator is fully aware that he may have made the wrong choice; he is not so starry-eyed to believe his choice to be correct regardless, but he is pragmatic. Knowing that he may never have the chance to change his choice, he deliberately takes the non-conformist path, and that shapes everything in his life "ages and ages hence." Hindsight is a powerful thing; it can depress or enlighten, and the narrator has chosen to be enlightened by his choices. Instead of keeping to the safe conformity of society, he is an individual created entirely by his decisions, and he is proud of that fact, although he may have benefited from conformity in the past.
I think that you can find enough in the poem for it to be an example of how powerful non- conformity could be. If we examine the idea of conformity as seeking to belong to a group and assimilating oneself to the wishes of a larger social entity, the poem is a stark statement against this. The ideas of the speaker being confronted with a choice, making this choice, and this choice having "made all the difference" are elements that seem to speak to a non- conformist vision of choice. There is little in the poem that suggests individuals can escape the pain of choice through conformity. Choice and the agony that might be intrinsic to it are seen as necessary parts of being. Conformity is not shown to be something that can ease such pain. One can even see the poem as a praising of nonconformity. In this reading, the speaker's assertion that their choices have "made all the difference" is a reality in which individuals make their choices on their own, without guidance from conformist elements. The life one leads is predicated upon their choices and no amount of assimilation can remove such an element. It is here where I tend to see the poem as an example of the futility of conformity.