This question touches many facets of life, most of which bring up ideas. Because I'm retired, now, I think I'll consider finances.
In the '80s, we had the 401(k) plan introduced to us where I worked. One of my coworkers jumped right on it and signed up as soon as she could. I didn't see the advantage quite the way I should have. Retirement was still a nebulous and distant thought for me. I considered all the deductions from my paycheck and decided I didn't need to have more taken out and crimp my living style just that much more, yet.
My first change for my finances would have been to sign up, immediately, for at least as much as the company would match, just as my coworker did.
While going from job to job after that, I would have rolled over my 401(k) into IRAs or the next employer's 401(k) plan. I would not have cashed out any of it, nor any of the retirement packages I was awarded on termination. Also, I would not have dabbled in trading on the stock market with those funds. I lost some money during the trading, but I gained some valuable experience.
Eventually, I did start using the 401(k) plan the way it should be and did start building a retirement base.
The one final thing I would have changed is that I would have continued to participate in the 401(k) plans through my employers, but I also would have maximized my use of IRAs after putting enough into 401(k) to at least get the employer match.
When I was laid off from my final employer (head count issue in the department, not a personal issue) and decided that I could retire, I did roll over my 401(k) plan directly into an IRA and have done pretty well with it - on paper, at least.
Even with all those things I did wrong, I did enough right that my nest egg might outlive me.