Taking out my first payday loan when 18.
Started a long spiral of debt (partly through my own stupidity, partly to continually fund a relative who still needs bailing out constantly), and I'm now £40k in debt and facing several years at least of living like a pauper to pay it all off. Not to mention a further 6 years to get my credit history looking respectable again.
All the more galling because I now have the benefit of more sense, a little hindsight and a job that provides a semi-decent income. If I hadn't been so stupid over the years I'd be much better off now.
And there are so many other issues at present - it feels like the while family is slowly falling apart, and while money isn't the root cause of all of it I can see so many areas where a little cash to get rid of debts, ease the burden or to be able to do something nice would help. 
Including bailing out the above-mentioned relative, most likely. So perhaps I'll never learn. 
But if I could do one thing it would be to go back and give 18 year old me a really good shake.
I would also though tell past me to be more supportive of younger Dsis - all I saw back then was the trouble she would cause, and not how much she really needed support. She's doing much better now, though still struggling on, but I look back on how much of a cow I was back then and I honestly wonder if maybe doing things differently could have made a difference.