I don't think I have too many regrets about individual decisions, more just about the nature of how hard it can be to get involved as an adult.
In some ways I regret not being allowed to do gymnastics seriously as a child; my parents didn't believe it was good for us to spend so much of our time doing any one activity. But I was always terribly uncoordinated and never had great body awareness. Instead I did some rec gym through middle school, danced recreationally through high school, and joined a zillion different clubs. In college, I discovered I loved spending 20+ hours a week practicing things when I got into martial arts. And then I was an adult and found myself getting back into gymnastics.
It's a lot different now than it was when I was 8 or 12. The 7-8 years of ballet and 7 years of Tae Kwon Do have given me a grace and a power and a body awareness that I really, really lacked when I was a child. In many ways, it feels like it just took me a lot longer than it takes most people to be ready to really do gymnastics, and I'm mostly okay with that. My main regret is how hard it is to do this sport seriously as an adult, especially an adult who's never done it seriously before. It's hard to find anyone who will take you seriously, to find a place to take classes, to find a gym that will let you compete. It's harder to find the time when you work 11 and 12 hour days, have a house to take care of, a husband, other adult responsibilities. It would be a lot harder with kids, too! I can't even imagine. It's worth it, but in many ways I regret missing the window of time in my life when it's easier to fit gymnastics into a life and at the stage gyms expect and are more willing to work with you. But I don't regret trying to make it work in my life now, and I remain hopeful and determined I'll be able to fit all the pieces together someday.