Or maybe something on a grander scale. For me, I regret joining the Dark Brotherhood with my Imperial. She's my main, so I figured I'd just do everything on her. All the factions, max out all skills, my go-to character. But I wish I didn't do the Brotherhood. I did it very early with my character, when she was like 10, and now I got her all the way up to 65 (One hell of a journey, let me tell you what).
*Dark Brotherhood spoilers ahead*
But long after I finished the Brotherhood, I joined the Imperial Legion. Mid way through the quest line, I thought to myself, "Wait a minute...I killed the Emperor...the Emperor...and his cousin...and his commander...and a bunch of other Imperials...and I just get away, scott-free? No one even notices?" Since then, it never felt right.
I also would have cured her lycanthropy by now, if being a werewolf wasn't so damn fun.
What's your biggest regret, assuming to have any?