1) Require that I take piano / guitar lessons for at least a few years. I know I'd hate it as a kid, but as an adult, the ability to read music and create music is magical to me. I wish I'd learned. (I've been "playing" guitar for 20 years, but I'm _terrible_ at it and not likely to get much better.)
2) Make exercise a family activity. I've been running for about 7 years now, and I'm healthier, stronger, happier, and more confident than I've ever been in my life before. I see my parents aging and getting older and fatter and having more and more health problems, and I wish that had been something we'd started off with a whole lot earlier.
3) Teach me a second (or third!) language. I took four years of Spanish in high school, and I can sorta-kinda-not-really read and speak Spanish, but I wish I were fully fluent in Spanish as an adult.
I'm fortunate in that I had a great childhood and great parents, and I wouldn't change much of anything else. But those three are things that stick with you for life, and as a bonus, they're things you learn better, faster, and more easily as a child.
If I have kids, I'm going to be doing all three of those.