Despite playing Pokémon games for a long time, I don't have many Pokémon related regrets. Perhaps one of my biggest regrets when playing Pokémon in the past was not using my starter Pokémon enough during my adventures. In the early games, when I was less experienced with Pokémon, I would eventually box my starter Pokémon and replace them with Pokémon that I thought were better as I progressed further through the game. However, after a while, I finally realized how great the starter Pokémon are and, nowadays, I always finish my entire playthrough with my starter Pokémon and even use them competitively, even if they might not be considered good competitively. If they're not considered good competitively, I would attempt to build a strategy around them to improve their chances of winning more battles.
In a more meta standpoint, I regret purchasing Pokémon Let's Go Pikachu, which turned out to be one of the worst Pokémon games I've ever played. Despite having great features such as being able to access Pokémon from your boxes from the start menu, ride certain Pokémon, and showcasing great visuals, the extremely simplistic gameplay, horrible controls with the joycon, the lack of abilities, breeding, and a competitive scene disappointed me heavily. Until this day, I still never beat the first gym let alone finish a playthrough. More recently, gameplay wise, I regret breeding a Ralts with its hidden ability "Telepathy" to begin my Pokémon Sword playthrough, as I figured Telepathy would be a great ability for a regular playthrough for double battles. However, Telepathy isn't that great of an ability competitively when compared to "Trace," which is another ability Ralts could have that allows her to copy her opponent's ability. When I realized that I couldn't change my Pokémon's hidden ability to her regular ability as a Gardevoir, I regretted breeding Ralts with Telepathy. When I get Pokémon Scarlet or Violet, my Gardevoir will definitely have her Trace ability from now on. Other than that, I can't really say that I have any regrets regarding Pokémon.