I like experiences like Proteus that are open ended enough to be subject to interpretation. I have one such idea of what it's "about", and felt like sharing it.
The whole thing is a metaphor for life. You pass through seasons in it, like the so-called seasons of life. You're born at the beginning of spring, and die in winter. You get to do a lot of exploring and setting your own goals within those seasons, and every playthough, like every life, is different...but some of the key events and features of the landscape always occur.
Also, like life, if your goal is to always advance, you can finish it really quickly (I did one playthrough in under 15 minutes), but if you don't take the time to explore around, and go off the beaten path (literally in the game, and figuratively as in life), you'll miss some pretty cool stuff.
I'd love to read what other interpretations people are reading into this thing...