"On Individuality" is chapter 3 in J. S. Mill's book "On Liberty". In it, Mill discusses - even though he does not define - individuality and how happiness and achievement of superior pleasures come from it. Conformity to customs could cost a person's joy in living and his/her freedom of thought.
Individuality is directly connected to liberal democracy in the sense that such form of government allows for it to be practiced. Both ideas walk hand in hand. If a person seeks individuality, he/she is striving to think and believe whatever he/she chooses right and proper, or even most profitable. Other forms of government - such as monarchy or aristocracy -, tend to limit or, on occasion, even erase the possibility of self-expression.
It is Mill's opinion that participation in a democracy cultivates the character of the citizens. And cultivation of character is a possible definition of the word individuality. Individuality is achieved when a person is able to see him/herself respected, his/her ideas heard, even if not accepted. The necessary freedom for a person to do that - to think, talk and act on his/her own terms - comes with democracy.
