If you attend a performance of a stage play, you can see it more than once without it ending differently. It has been rehearsed and follows a script. In contrast to that, your life is unpredictable and unrehearsed, largely because you cannot anticipate what other influences will force you to respond to.
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NewguestYour life has not been rehearsed. ... I'm not sure how to understand that phrase. I take it to mean that my life is not a rehearsal, but an adventure, a discovery etc.You take it correctly.