I am 34 and looking back in my 20s I did a lot of stupid stuff, but I don't regret all of it, because I learned a lot from it. Bad decisions and tough times made me stronger. What I think a lot of people do wrong in their 20s is lose / not pursue hobbies. If all you do is work, and have no real hobbies (craft beer, casual gaming and netflix don't count) that you are passionate about, you're going to eventually end up miserable and pathetic, no matter how "successful" you are.

Keep your hobbies! Don't have anything that you're passionate about outside of work? Pick something up! Anything that you can constantly improve on & look forward to for the rest of your life. For me, it's surfing.