march to the beat of (one's) own drum

Translations
идти в ногу со своим барабаном
She always marches to the beat of her own drum, never following the crowd.
Она всегда идет в ногу со своим барабаном, никогда не следует за толпой.
Definitions
To act or think independently, following one's own beliefs and preferences rather than conforming to societal norms or expectations.