Be your own man/woman
Definition 1 of 2
Pro Tip 1/3Not Literal
The phrase isn't about physical solitude but about making decisions without external influence. 
She decided to travel alone to Europe to be her own woman.
Pro Tip 2/3Emotionally Positive
It often has a positive connotation, implying admiration for someone's independence. 
He admired how she would always be her own woman, despite the pressure.
Pro Tip 3/3Not Always Solo
Independence doesn't mean one always rejects advice, but is selective in considering it. 
He is his own man, yet he listens before making his final decision.