If you are wearing a pair of shoes which hurt you, after a short time you will get accustomed to them and pain will cease. Never take them off unless you mean to discard them completely, for, if you put them on again, they will hurt you terribly where you are already bruised.
On the surface, "Wrong Foot" is practical advice about shoes. Wear a pair that hurts, and eventually you stop noticing the pain. The catch comes in the second half: if you take the shoes off and later try them again, the old wounds are still there, and the pain returns worse than before. The only safe choices are to keep wearing them or throw them away for good.
Most readers will sense that the shoes stand in for something else, perhaps a relationship, a job, or any situation that wounds us but that we learn to live with. The poem never says so, which is part of its force. The speaker sounds calm and almost clinical, like someone passing on a hard-won rule. Yet the word "bruised" and the phrase "hurt you terribly" suggest a person who knows this from experience. The mood is quietly bleak: numbness is offered as a kind of survival, and the poem warns that a half-hearted escape may cost more than staying put.