This could be a very long list. I am trying, however, to look at my regrets more as lessons. Trust me, at the age of 53, I have had a LOT of lessons!
If I had to pick just one thing, without getting too extremely personal, I would say it was not going to college until I was 50. While I did not have that opportunity upon leaving high school, I do wish I had not waited so long to start.
On the other hand, beginning college at 50 meant I was mature and grateful enough to recognize the opportunity and take full advantage of same. I was too old to party but not too old to enjoy campus activities. I worked hard and finished a two-year program in sixteen months with a 3.9 average!
Look at your regrets as lessons. When you know better, you do better.