The only thing I regret not doing in my life is taking flying lessons and becoming a pilot. Now that I got the time and money I'm too old.
I had a scholarship with the US Army for college and medical school. My parents wouldn't sign the paperwork (I was only 17). I should have just done it the following year but my elders made it out like it was the craziest decision in the world so I didn't. I also wish I had not walked down the aisle, but that's another story! ;-0