Here in Romans it is not about the modern idea of individualism that every Christian is free to do what he or she thinks is good and that no one can criticize you. No, this is about the relation to God (Romans 14:6–9, Romans 14:22–23). When you want to serve the Lord wholeheartedly, and there is no instruction and wisdom in Scripture, and your conscience tells you that you can drink wine, for example, and you can thank the Lord for doing it, you are free to do so.
5 One person esteems one day as better than another, while another esteems all days alike. Each one should be fully convinced in his own mind.