The man who goes alone can start to-day; but he who travels with another must wait till that other is ready, and it may be a long time before they get off.

Henry David Thoreau (1817-1862) American philosopher and writer

Walden; or, Life in the Woods, ch. 1 “Economy” (1854)
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See also the Anglo-American proverb (in Kipling's wording) "He travels the fastest who travels alone" and the (possibly) African proverb, "If you want to go fast, go alone; if you want to go far, go together."