I have many regrets in Skyrim.
I regret not going back to Labyrinthia to find Faendal's body after I realised he was dead after he had been my companion for half the game.
I regret not paying attention to where Shadowmere died so I could go back when he revived.
I regret killing Paarthurnax just to get the Blades to like me.
I regret marrying Vorstag instead of using him as a companion - now he's all 'my love' this and 'my love' that instead of being the guy who spurs me on.
I regret continuing the Companions questline. I got really upset when Jorrvaskr was invaded.
I regret continuing the Dark Brotherhood questline. I have never been so angry at a videogame character in my entire life - and I regret killing everyone and taking everything not nailed down out of said anger on the ship at the end of the quests.
I regret helping the Civil War effort. Now a lot of people are angry at me and several houses in Whiterun are inaccessible to me.
But mostly, I regret not playing it on the PC. I am unable to get the best house in the game, as I need to become Thane of Windhelm, and I can't do that until finishing Blood on the Ice, which won't trigger for me. If I were on PC, I'd be able to trigger the quest so I could complete it. I could also nudge along the other stuck quests I have - The White Phial, various misc quests, probably something else I'm forgetting.
If I were on PC, I would still have regrets, but at least they'd be because of things I did or did not do, and not because the game imposed them on me.