Each person doing as they like; individually or in one's own way (used as an adverb '思い思いに' or as a noun phrase '思い思いの〜').
客は思い思いに席についてくつろいでいた。
The guests took their seats and relaxed in their own ways.
休日は皆、思い思いの過ごし方をしている。
On their days off, everyone spends time in their own preferred ways.
若者たちは思い思いの服装でイベントに集まった。
Young people gathered at the event in outfits of their own choosing.