Caring what assholes thought of me, and letting it affect my life choices and not bailing from untenable situations. Really, I should have told SO many people to fuck off and just ignored their opinions. It's an acquired skill. (Oddly, mostly career/college related and not relationship related.)
Denying that therapy was useful. Just going to a therapist to listen to my BS and give me a slightly objective opinion? Gold. No idea why I was so resistant.
Not cutting toxic family members out of my life. Wasted energy x1000. No regrets when my dad died when I was 30something and I cut him out at 16. I wish he had been a happier, less damaged human and had found peace, but I had no ability to affect that. I mean, I guess it is more that I felt (and was told and believed it) that I was the bad person for going no contact. When he died, I realized I didn't regret my choice. I just regretted this was not the life I would have a father. So. Don't regret protecting yourself like that.
Oh and this was a choice at 16, and I'm 42 now and so it's outside the scope of the question, but doing IV heroin at 16 reprogrammed my brain so badly... See answer #2. Your life is not over at 16 or 26 or 36 or whatever. Don't believe it is and choose the nuclear option.
I don't think any of these things are things you learn any way but the hard as fuck way. Unfortunately.