I got a chance to live and work in Yosemite National Park and I chose to come back to my home town due to me getting cold feet about living on my own with the closest town being 5 hours away. I feel like I'll never get the chance again and that I'll grow to regret not staying.
I can see how that would be a regret. That said, all you can do now is learn from it. You can't rewind and make a different decision. However, when life presents you with another exciting opportunity, remember the feeling you have now. Don't squander it. That said, who knows what might have happened. There could be a very good reason for not having gone that you'll never be made privy to. I'm not sure that I believe in fate etc. but maybe there's something you had to finish in your home town first? Perhaps psychologically, you knew it wasn't the time.