About 22 years ago I was asked to join a band that was rehearsing for a tour of Europe. They were obscure and would have played small clubs, but I really liked their music and I’d never had that experience and always wanted to. I turned it down because I’d just got my first real programming job after a scary period of unemployment and debt. Programming has been a good life for me, but I still wish I’d done the risky thing while I still had some youth left in me. The band broke up soon after, so maybe it wasn’t that great an experience for them, but who knows.
For me, though, that job ended up being way worse than I had expected. Travel agency jobs are notorious for being bad. That one was worse than usual. I had nothing to lose, but didn't realize it at the time.
There was also a band I was in that I didn't want to leave before college. They also broke up after a while. However, I always wondered what it might have been like if I had stayed. There would be other bands, but none with that much talent.