There are two basic types of regrets, of which, the first regret is those things that you did, that you regret having done, because it was the wrong thing to do, or didn't work out the way intended, and so on and so forth; and the second type of regret is the things that you didn't do, in which, having not done those things, it eats at you at what you could have done, or should have done, and how therefore things would be so much better if they had been done.
For most people, it is the things that we should of or could have done, that gets to them, as opposed to things that were done, that shouldn't have been done. The reason that this is so, typically is because things that have been done are done, and the consequences of those things have already been pretty much dealt with, for better or for worse. On the other hand, things that weren't done, but should or could have been done, have a tendency to kind of haunt us, because we believe that if those things had been done, that our life as well as the lives of the relevant others would be better, but in actuality, though that might well be true, there isn't any surefire way of knowing that, since those deeds weren’t done, and that adds to the regret.
Life is about choices, and some of those choices made are going to be good choices, whereas, some of those choices, even well reasoned and intentioned one, are sometimes going to end up working out rather poorly, and because of that there will often be a choice of regret, though perhaps tinged somewhat with at least having experienced the matter, that may serve to help us in our future course of events. So too, there are many different things that we can say or do on any given day, of which, perhaps because we are of two-minds, or are in a hurry, or selfish, or distracted, or this or that, and so on, we don't actually get around to doing something that has been especially gnawing at our conscience, and the more that we later contemplate and think upon it, the more we realize that having not done it and thereby having missed the timing of what has now become a non-event, we recognize that this probably was an error.
While you cannot change the things that have been done, you also cannot change the things that could have been done, but never got done. The regrets of having not done something has consequences, because ultimately we are defined by what we have done and accomplished, as opposed to what we could or should have done or accomplished. Those that know what they should do or have desired to do, and actually take the time to learn and to do those very things, are always going to be far more satisfied as compared to those that know what they ought to do, or could do, but never got around to actually expending the time to do so, and subsequently never did those very things.
Regrets for any one of us, are going to be part of living, but those that really seize and make their opportunities are going to be living a life of far less regret, then those that lack the courage and verve to make real progress and thereby to provide betterment for themselves as well as for others, because of their unbelief or lack of concerted effort.