I used to really beat myself up over the various regrets I had, like "why didn't I ask that girl out?" or "why did I ask that girl out when I knew she was going to say no anyway?" (even if I really had no idea what she was going to say). But as I've grown older and out of puberty, I've come to accept regret, much as you accept the size of your penis or something.
Basically, I realized that regret will always be there, like death or taxes. I think that just about everyone have done something they regret; there's noone who's perfectly happy with every single choice they've made. And since there's no way to rewind time and do things differently, there's no way of seeing what would have happened had you not done that thing you regret. Maybe you'd then regret not doing it..?
The grass is, as they say, not always greener on the other side.