I used to have regrets. For much of my early 20s, I thought not having tried to make music professionally was a mistake. Then, later, I worked at Macrovision and saw the music business up-close and was very glad not to be part of it! Similarly, for a couple of years after my PhD I regretted not staying in academia. Working for a startup has completely cured me of that regret.

I guess I've learned that something you believe to be a mistake today can turn out to have been a smart move given a year or two's hindsight.