Regret:

• Not getting into web development sooner. I spent a good chunk of my 20s trying to be an animator. I should've seen that it wasn't going to work out sooner, and I even had friends who offered me web dev gigs. I eventually got one, but I could've got one probably 10 years earlier.
• Like some others have said, being loyal to startups. They're never going to be loyal to you, so why bother being loyal to them?
• Really, the two previous points could be combined into a somewhat related point: don't keep white-knuckling through on some career path if it's looking increasingly bad. The reason I used to keep white-knuckling is I believed perseverance in the face of adversity was the most important thing. While I agree perseverance is important, it's even more important to find that line between pushing yourself for a good career, and pushing yourself for something that may no longer make sense. It's not always easy to let go of something that you've already invested time and energy into, but sometimes its the best way forward.

Happy:

• I developed frugal spending habits, largely due to my pseudo-artist lifestyle. While that isn't directly a career thing, I'd argue reducing my spending allowed me to last without income longer, which let me be more choosy about which job I got next.
• I tried anything that interested me. This included programming - which ultimately became my career.