Yes, because when you're young, there's intangible cobwebs of expectations and taboos around you, which are laid out by society to make you feel guilty and "put you in line".
Later no, because everything I've done, good or bad, was the best I could do at this point.
Everybody makes mistakes, but for every "if I'd only..." there is a "I did it because I thought...". You learn from mistakes, and yes, some are really terrible, but you had your reasons when you made them. So IMO the best thing is to make the most out of it, not to dwell on regret, but to find out was the reason was, and why it was wrong. And how you came to the conclusion that what you did would be a good idea.
The most important thing to recognise is that it's often not you, but "the other people" who are wrong. But to recognise these situations, you must not lie to yourself. Because that's the most important person you're responsible to.