The proverb suggests that a burden that is chosen voluntarily is not seen as a burden. It means that if a person chooses to take on something, whether it is a responsibility, a task, or even a burden, they will not feel the effects of that burden as strongly as if it had been imposed on them.
This proverb highlights the importance of personal choice and agency in life and suggests that when we can choose our own path, the journey can be much easier.