Choices, like the choice "The Road Not Taken," are linked to the future. The speaker of this poem realizes that his choice of path will change his life. But the tricky part about the nature of the future is that the speaker won't know how his decision will change his life until it has already changed it. The speaker thinks of his lost opportunities as his choice takes him into one future and leaves another behind.
The speaker of this poem will only know whether or not he made the right decision a long time in the future.
The speaker of this poem is not unhappy with his choice, but will always wonder where the other path, the road not taken, would have led him.