On the other hand: there's an infinite amount of things you can't/won't do in your life, vs. a finite amount of things you will do. Don't spend your time worrying about all the things you haven't done: that gets in the way of actually doing things.

On the third hand: of the infinite amount of things you can't/won't do in you life, there is only a finite amounts of things you want to do, and you won't regret not doing things you don't want to do.

Suffer the pain of discipline or suffer the pain of regret...

And even if what you end up doing was horrible, you will be able to laugh about it later.

Laugh, and more importantly, learn.

The trick is that, a lot of the time, doing one thing means not doing another. If I'm working on my business, I'm not spending time with my girlfriend. If I quit my soul-crushing dead-end job to do a startup, I'm not pulling in a steady paycheck. If I exercise in my spare time, I'm not learning guitar. Which will I regret not doing tomorrow? I don't know.

For a quick and practical advice do things you regret, more often than things you dont regret.

On a related note: it's better to ask for forgiveness than to ask for permission.

This is certainly not universally true. (Have you ever had someone take this approach with you and your life? Ignorance combined with an intentional lack of communication can lead to mistakes that can never be really forgiven, and lost trust that can never be regained.)

That said, taking an option off of the table simply because you'd have to "break a rule" to do it can be foolish -- just be aware of why the rule exists, and what you're actually risking in breaking it.

Oh, that reminds me...