I think one of the earliest songs I remember of someone regretting something was from the Bee Gees. Before their disco days, they wrote a lot of songs which had strangely odd lyrics. Like the "New York Mining Disaster." Another song was one about a death row prisoner, a great song, but a little out there as far as subject matter.
"I've Gotta Get A Message To You"
"Got a wife and kids in Baltimore Jack, I went out for a ride and I never went back." Yeah, that might be a mistake. Bruce.
Then there's the mistake of having some illegal party favors in your hotel room. Oops. The Dead.
Sometimes it's hard to tell if the mistake is in staying... or going. A beautiful song by Tim Buckley.
"I Must Have Been Blind"
And then there's the realization that you know you've made a mistake. Originally recorded by Tyrone Davis, I love the smooth essence that Boz Scaggs brings to it.
"Baby, Can I Change My Mind"
Though they might be about mistakes, there's not one on this list. Turn up the tunes and stay warm.