I regret not sticking in more at school. Sounds cliched but its true what a lot of adults say about school - looking back on it you'll regret not sticking in more. I got good grades but I could have done better and made more of an effort in general.
It's cliche, but I don't agree with having regrets, although I know that's easier said than done.
The thing about regrets is there is nothing you can do about them - all you're doing is dwelling on things you can't change. I'd say it's much better to focus on where you can make change, the present and the future, and try to make choices that will mean you're not regretting things in the future.