Regret things, I mean. When I first looked at this topic, I really strained to think of things I regret doing. Of course, there are dumb things I regret saying- those things that make you cringe years later even though the other person didn't even seem bothered by them, and probably wasn't. Like oh fook, did I just insult their favourite jacket because I said I hated purple but I didn't mean to say it about the jacket oh my God are they looking at me like they hate me, are they, they probably hate me, crap.
Or when I email a submission to someone, or email my editors, or email an agent, and afterwards think HOMG I SAID THIS THING. What was I thinking? They probably hate llamas, and now I've gone and written an email about llamas to them! HOMG!
So I regret things that nobody cares about except for me, because I'm a mental.
But other than that, there isn't much. Particularly in my writing life. The thing about writing is- you can't regret getting that rejection. You can't regret not being good enough or not being right for that particular thing- regret only sneaks in when you've got some modicum of control over something, and writers generally have no control over that whatsoever.
However, I find that I can and do regret one thing, in writing. Not starting earlier.
Like Kathleen, I regret the things I didn't dare do. I regret not seizing opportunities when they came along. I regret not sending to Black Lace earlier, and only having a year of being published by them. I regret novellas I didn't send for calls that scared me; I regret letting one rejection put me off from trying again. I regret the things I didn't say because I was too scared to, and even though the things I say and the cheek I dare to have sometimes gets me into trouble, it also helped win me a contract I've longed for, for five years.
I know someone famous said all of this much more succinctly - something like you miss 100% of the shots you don't take, blah blah - but it's the truth. You will never be a writer if you don't take the chance. You can't regret the possible no they'll give you. But believe me, you will always, always regret not sending in the first place.