I would give anything to go back and relive my 20s (I'm in my 40s now). I think about it every day. Here are a few (of the many) of the things I wish I'd done differently:
1. Saving and investing money. Compound returns are a magical force and time is the most powerful factor. Do It Now. Apps like Acorns make it increadibly easy to get started.
2. Take some risks. The older you get the harder it is to take risks because you'll most likely have obligations (spouse, kids, mortgage, college tuition, career hanging in the balance).
3. Sex. 20YO bodies are very different than 30YO bodies (and a hell of a lot different than 40YO bodies). You can never go back, so take advantage of that now. Additionally, I'd be willing to risk rejection by asking the hot folks out. I was always afraid of rejection so I only dated average people. Now I realize if I'd taken some chances with some hotties, I'd have likely landed a few.
4. Travel. Once you start gaining obligations, your travel will consist of semi-yearly trips to Disney or the beach. Take vacations to exotic places now. Backpack across Europe, go on Safari in Africa, take some risks, meet some people.
5. Keep up with high school and college friends but stop caring what everyone thinks. Be your own person. I've spent way too much time worrying about what so and so thinks and not living my life.