Don't beat yourself up about bands you didn't know about at the time, that's an impossible regret.
I left The Field at ATP after a few tracks because friends were going to see Gary Numan. He didn't play Are Friends Electric until the end and I could feel the bass from The Field set through the floor taunting me.
I watched The Horrors at Green Man because friends wanted to, I finally had enough and legged it over to watch Steve Mason who was playing Dry The Rain to a crowd going batshit mental :/
For some reason I didn't go and see Jeff Buckley at Glastonbury in 1995 even though I was a fan and had seen him the year before. Inexcusable.
Now you, anything that really bugs you about your stupid choices (or stupid friends.)