From one hand I agree with this phrase. I think it means that a person mustn't pay attention to what other people say and do everything he or she wants, wear the clothes he or she wants, listen to music he or she wants and etc. Some people can think that you are strange but it is only their thoughts and it doesn't mean that they are right. You must remember that it is your life, you can live the way you want and other people can't influence on it. Other people have their own lives and they live the life they want, It is their choice. But on the other hand I think that everything must have a limit. You mustn't pass the line. You mustn't break the law, you musn't have bad habits, you way of life musn't spoil the lives of other people. And sometimes you must listen to others especially your parents and think what they say , May be they are right. May be you are making a mistake. And in this case you should change something.
