I want to know the deeply meaning of this sentence "A rolling stone gathers no moss"
You should say "the deep meaning", by the way - "deeply" is an adverb.
The proverb means that it is best to keep moving forward in life. When a stone is 'rolling' forward, it does not stay in one place long enough to become covered in moss. Stones that remain in one place will gradually gather moss, which is an analogy to a life that has become stale.