The one time in my life that I might go back and try again would be university. As with most of my life, I never made enough effort to socialise, but with uni there were so many rich opportunities for it that I missed. I could have lived on campus and learned a lot of life lessons that way. I could have spent more time with fellow students if I didn't have to spend an hour each way on the bus, too, and that would put me in (or near) the city by default on weekends, along with every other on-campus student.
Also, knowing what I do now, I would start applying for graduate job positions in the middle of my final year, rather than spend two years unemployed after graduation. Those are my university regrets: I studied too hard and didn't get out enough. I got really good grades, though! ... which left me unemployed for two years after graduating.
Mokalus of Borg
PS - That might also have been because I graduated when the .com bubble burst.
PPS - Also, I couldn't have afforded on-campus or even near-campus student housing.