The third verse of the run that includes 16:9 and 19:21, and the most unsettling of the three.
Quick answer
Your steps are not finally your own arrangement, so full understanding of your own road is not on offer. The verse ends in a question rather than a reassurance.
Read both lines
Chapter 16 said a man plans his way and the LORD directs his steps. Chapter 19 said many plans stand in a man's heart and one counsel remains. This verse states the first half and then, instead of comforting, asks how anyone in that position could expect to understand his own path. The honesty is the gift. Notice that the question is about understanding, not about outcome, so the verse is describing a limit on knowledge rather than announcing a script. And the two words for "man" differ across the lines, the second being the ordinary word for a human being, which quietly widens it from any particular man to all of them.
From this side of the cross
The verse withholds comprehension and does not withhold the person. A believer is not promised an explanation of their own road, and is promised something the proverb could not yet say, which is that nothing on it separates them from the love of God.
Related: Proverbs 16:9 · Proverbs 19:21 · Proverbs 16:1 · Proverbs 3:5–6
New King James Version®, Copyright © 1982, Thomas Nelson. All rights reserved. Full copyright information. Scripture provided by API.Bible.
Go Deeper
If this verse has been used to put weight on you that it was never carrying, ask about it directly.