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.
"Hungry Heart"
Then there's the mistake of having some illegal party favors in your hotel room. Oops. The Dead.
"Truckin"
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.