My only regret is taking the advice of others when I knew it didn't feel right. Either because I thought they knew better or just to get them off my back. I did this all the time when I was younger, from choosing my school options, taking jobs I knew I'd hate and choosing one night out or event over another. I try never to do that anymore.
If you listen to your head and your heart, even if things don't turn out as you'd hoped, you will know you made the best decision you could at the time.
Everyone makes mistakes. That's how we progress. But it's hard to forgive yourself when you've gone against what you know is right for you.