This above all: to thine ownself be true, And it must follow, as the night the day, Thou canst not then be false to any man. -- Hamlet, Act 1, Scene 3
Laertes receives a great deal of advice from his father before leaving. This includes material on fiscal responsibility, the wisdom of not speaking without first giving thought to what will be said, the difference between modesty and cowardice, and the importance of friendship. Above all of these things, Polonius places the importance of being true to ones own nature.
There is a great deal which can be learned from this simple statement. Regardless of what others may think, it is necessary for each individual to follow her or his own path. This is true for the simplest of things like dress and hair style and the larger things like setting goals for ones life, education, and career. This can be one of the most difficult things to adhere to.
Every person is an individual, yet everyone has a number of different factors which influence their day to day lives. We live in a world of social pressures. We all deal with expectations placed upon us by friends and family alike. While residing inside the confluence of these varied influences, we must create our own identities. In some ways these will be similar to those around us. In other ways they may be reactions to them. In still other ways the sense of self is unique to each individual in turn.
Often we do not realize the degree to which the creation of ourselves is a reaction to those around us. We mimic, either consciously or unconsciously, those we admire while rejecting those for whom we have no admiration. People often speak of "teen-age rebellion," but this can be viewed as a societal reaction to the previous generation. In order to create their own identities, teens must decide if they will accept or reject the opinions and lifestyles of their parents. In so doing the create a common zeitgeist of clothing, hair, political opinions et. al. by which they are able to easily identify themselves as belonging to their peer group.
On a personal level, each individual must examine the opinions of their own social groups and decide which ones are in line with their own internal belief system. Life is a continual process of trying on new identities, keeping aspects of those which are comfortable, and discarding the rest.
Over time one creates ones own identity, becomes comfortable in their own lifestyle, creates and pursues their own goals. This can be extremely difficult, especially when ones choices do not fit with those of the social groups with which they must interact. These social groups can be as small as their individual family units or close group of friends to the society as a whole.
What is important is that each individual strive for those things with which they feel most comfortable. Naturally, there are some limits which are placed upon everyone. Society places sanctions on some actions for the benefit of the populous. If one achieves pleasure from setting buildings on fire, it will be necessary for the individual in question to find some way to sublimate this drive and find a more constructive outlet.
No one can live for you, neither can you live another's life. The news is filled with stories of parents who push their children to achieve goals which they themselves wish they had been able to attain at a young age. While this can create scholars, expert musicians, and star athletes, it is important for parents to recognize the importance of allowing their children to create their own identities during this crucial developmental period.
Things do not necessarily become easier once an individual has constructed their own sense of self. Everyone encounters those who do not agree with their beliefs. At this point the individual must decide whether to remain true to themselves despite the discomfort or to give in to the tide of social pressure. While it may seem easier to conform, this is a betrayal of the individual's essence. It may provide temporary relief from the unpleasantness of being regarded as "weird" or an outsider. In the long run, however, that individual will have to come to terms with the fact that he or she is not living their own life but someone else's.
In order to be truly happy, one must decide what one wants and make efforts to achieve it, regardless of the opinions of others. This may make things more difficult for a time, but when the individual achieves the goals in question, the rewards will be even greater.
This does not mean to ignore the counsel of others. As noted above, there are some actions which are proscribed in any society. Sometimes these actions are forbidden because of a long standing tradition which has since become outdated. People may then choose to ignore the societal prohibition against these actions in an effort to change the populous as a whole. For example, without those who were willing to throw off societal shackles, the United States would still be a place where only white, land-owning men had the right to vote. Difference can lead to progress.
Similarly, it is possible to learn from each person that you encounter, even if you possess wildly different opinions on a number of subjects. It may be that the person you disagree with politically shares similar religious beliefs. The person who dresses differently may be able to provide you with advice on how to achieve one of your goals. If nothing else, the person may provide reasons which validate your own opinions.
Even in the most rigid of societies, there is room for individuality. In a corporate world of gray suited people, colorful socks can be a minor sign of rebellion and individuality.
Ultimately, each person must decide for her or himself what is right for her or his life. We all must create our own personalities by viewing the world around us and deciding what is important and what is not, what is right and what is not. Once this is done, we must strive to retain our senses of self, regardless of the opinions of others. This is the only way to achieve the goals you set for yourself and to be the person you want to be. All else, as Polonius intimates, is a lie.