Sometimes it's about behaving according to cultural expectations, not just formal rules. In Japan, you're not supposed to wear shoes inside someone's home.
Pro Tip 2/3
Implicit Rules
It may refer to unwritten social rules that people are expected to follow. You're not supposed to talk about politics on the first date.
Pro Tip 3/3
Authority Figures
Often used when referring to rules set by parents, teachers, or bosses. My dad said I'm not supposed to stay out past midnight.