Man, this is a tough one. I'll give it a shot:
I think Thoreau might have been suggesting that most men live their lives much different from what their dreams are as a result of allowing fear to keep them from seeking these dreams. Breaking away from this fear requires a complete leap into thin air and much faith in yourself. He is suggesting that most men never make this leap, and instead continue working their shitty jobs while mostly suffocating their wishes to change careers, journey around the world, take better care of themselves, leave their wife, whatever. The result of not following these dreams leads to a feeling of depravity which are mostly kept quiet as the result of an inner understanding that it is no fault of anyone's but their own.
The opportunity cost of following our true desires, while ultimately, of course, is nothing, seems quite large in all but the most profound of moments. Because of this, we let inertia and the tendency to "keep the peace" prevent us from ever taking a shot. It takes a lot of courage to journey the path less traveled and a lot of vision to realize this is the only way to true happiness. Rather than take this path, we allow our fears of loneliness, nonacceptance, failure, and ridicule keep us quietly doing just enough to get by; all the while, our soul desperately yearns for more.
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