There's a million, well no, probably a couple of hundred of small things I would change if I had my time back, but I dont think I'd classify them as regrets as such. You know yourself, things you wouldnt say/wear/write/do again.
In terms of life's great choices, the source of bona fide regrets, I dont think I have any (so far, and touch wood etc).
Before I met my wife there was another (woman, not wife!), and in idle hours you'd wonder how that might have panned out, but then I'm happy with wife & kids, wouldnt change it, so thats more curiosity than regret.
A good way to think about it is, given what you knew at the time, are you still happy the decision was reasonable/the best guess.
As someone said hindsight is 20/20, I think a genuine regret needs to involve an objectively bad decision, as opposed to a reasonable decision that turned out bad because chance went against you e.g. the peak property buyers, no-one had a crystal ball, 90% of people were saying go for it, it seemed reasonable at the time, so I dont think you should beat yourself up too much about it. You were maybe more unlucky than foolish.