go (one's) (own) way

To proceed, act, or do things in a direction or manner as one so chooses or desires, especially as is distinct, separate, or different from that of others. After meeting resistance with her partner about how the business should be run, she decided to go her way and open her own law firm. Tom doesn't have a huge amount of friends, but I've never worried about him; he just likes to go his own way in life, and that's fine by me. Don't worry about what your friends are doing—just go your own way.

go your own ˈway

do what you want, especially against the advice of others: Teenagers always go their own way, and it’s no use trying to stop them.