John Koch is absolutely right. It could also mean; let me go my own way, do my own thing, live my own life. Just let me be.

Let me be means "leave me alone" or "don't bother me."

You can also understand it as "do not interfere with me" or "do not disturb me".

If I tell someone "Let me be/Leave me be" - I'm asking them to "Leave me alone" or "Give me space". It is usually said when someone feels frustrated or bothered by someone else, and really wants their own space. I normally don't care how the other person feels at this point. As in, I can hurt your feelings or not when saying it - I just want to be alone, and I'll deal with you later.