In general, the word for something that only happens once is "unique". But in your example you mean that each person's life just happens once, which is a little different. If you said, "My life is unique" or "My life is a unique event", people would understand you to mean that your life is special and different from everyone else's, not that you only get one of them.
And just by the way, I think the problem you state is a non-issue. if you always do what you think is best and most suitable for yourself regardless of the opinions of others, your life probably will be short. If you always do whatever you happen to feel like doing at the moment, sooner or later one of the people that you're trying to cheat, rob, rape, or murder is going to fight back and kill you. That would be the inevitable result of always doing whatever "feels best for me". :-)