To each their own means that it is okay for each person to follow their own personal tastes, which may be different from the tastes of others:
I’m having coffee, but you can have tea if you like; to each their own.
Naturally, people say this most when they disagree with another person’s taste:
You can watch Fox news; to each his own. But I won’t watch it.
Many people claim this common English phrase comes from a Latin proverb meaning “to each, their own is beautiful;” however, there is no documentation for this origin, and we have many phrases with this meaning in English, such as whatever floats your boat, and suit yourself. It is a basic idea of individualist, democratic nations.
Note: Some students of English may see a contradiction between the singular word each and the plural their. Aside from the need to avoid sexism (“to each his own” is a common variation) this is a misunderstanding; it is acceptable in English to use they and their for an individual of unknown sex.