Kinda trivial but: Neglecting my upper body strength when I was much younger. Just to have more of a "reserve" against injury and for when I get older and start losing it naturally. This is something I've mentioned to both of my kids.
I really wish I had just got in shape when I was a teenager. I was a lot more athletic then, and I’m not even very old now, but I’ve managed to fuck to my knee and various bad habits and choices have butchered my lung capacity.