Well I (and my family) was hugely financially impacted, as a result of my own choices, but I also had the best few years of my professional life. I made big mistakes, but I don't really have big regrets, if that makes sense, aside from losing angel investments and scaring my wife. I hope to do it again some day.
There are some great resources here and in books, but I can't think of anything I wish I'd have read earlier, and nothing I know of that would have changed my course. It might be out there, but I haven't read it yet. ;)
My team wasn't balanced enough, and we underestimated how much marketing we'd need. We were conflicted about raising VC money, so we wasted time dithering. We didn't figure out the right business strategy and our market until it was too late. All the books say to pay attention to this stuff, but none can really tell you how to do it in your case.
Great books I read include "Early Exits", "The Startup Owner's Manual", "Lean Startup", "Pitch Anything". I think I learned more about startups reading HN than in those books, but it's all good stuff. Seek out a wide variety of conflicting advice, find the best team, and go for it! ;)