I'm a rebel myself.
But in my anthropology class I learned that for a society to function effectively, there has got be norms, and the majority of people in that society have to conform to those norms.
An example of a norm "killing people is wrong".
But norms doesn't have to make sense. The norms can be as arbitrary as "staring is rude" (in some cultures, staring is in fact not considered rude). The norms could be very complex too like the dress code, which varies based on social context, the season, the current fashion etc. Most norms are very subtle and hidden and people don't even notice it until someone breaks it.
The society just wouldn't function very well had everybody acted on their own will and broke every single rule. This is especially true if the community is big enough that everybody has to work with people they don't know on a daily basis.
As an exaggerated example, what would happen if everyone decided to invent their own dialects instead of speaking the standardized English? In small community it could work but in big cities it could cause a lot of misunderstandings, anxiety and tension among people.
However, even though people by nature do want to fit in, they do too feel a need to have a sense of individuality / a unique identity. We need to be a part as well as be apart from. We need to have things that are unique to us, that we're proud of. This is one of the reasons why there are countercultures like goth and punk, for example.