What might Frost be referring to when he declares, “Yet knowing how way leads on to way, I doubted if I should ever come back”? (lines 13-15)

In these lines, Frost is referring to choice. Once a person has decided on a particular route, it is doubtful whether one would ever have the opportunity to return to the original choice and thus decide again. This is because once a decision has been made, one is taken on a route where other choices have to be made based on the original decision. One route leads to another and another and so on. In the end, one could be left so far from the original choice that the chance of starting over becomes nearly impossible.

It is this doubtfulness of an original decision that Frost questions in the poem. One can never be quite certain that an initial choice was the right one. There is only the question of, 'What if I had decided differently and taken the other route?' This is true in both a literal and figurative sense. The poem, however, uses the two roads as symbols for life-choices. 

Frost explores the doubtfulness of the choice that he has made in the line:

I shall be telling this with a sigh

The use of 'sigh' is clearly an expression of regret since the speaker has previously exclaimed:

 Oh, I kept the first for another day!

This is further emphasized by the title, 'The Road not Taken.' The focus is, therefore, not on the route the speaker actually took, but on the other. The speaker wonders what the outcome would have been if he had taken the alternative route. There is a tinge of regret that he will never know the answer since he took 'the one less traveled' by.

It is difficult to define what the speaker means by 

And that has made all the difference

since a comparison could not have been made. Because he had decided on a particular route, his choice led to other routes which were determined by his original choice. It is, therefore, impossible that he could have known the difference between the two and what the outcome of taking the other route would have been.

The 'difference' probably lies in the fact that the speaker had actually made a choice. Although he later expresses regret about not knowing what the outcome of deciding on a different path would have been, he stuck to his decision. The difference is that he chose, instead of being bogged down by indecision and not making a choice at all.