At each and every point in my life, I was working with the information I had at my disposal, each information having its own "weight" in my mind. Every mistake I've made has brought some information in my mind that wouldn't have been brought otherwise. Fantasies of "changing the past" are seductive, but ultimately pointless.
The only way I could justify having regrets, is reminding yourself of some mistake that should not be repeated in the future. Alas, most regrets I see written by other people are things that will not repeat, e.g. spending your youth doing <X> instead of <Y>, not talking to your <Z> enough, not investing in <W> before its price went rockets... There's just no point.