I've surprisingly got a lot of decisions I regret when it comes to video games...
The one I can remember off the top of my head is in Dragon Age 2 and siding with the mages. Only, I'd not realized that I hadn't gotten Fenris to 100% rivalry and so, no matter how much I tried to persuade him, he just wouldn't listen and I ended up having to kill him. I tried to carry on anyway, acting like it didn't bother me that I had just killed my Hawke's best friend, but by the time I'd gotten to the end of the game I was SO heartbroken (I wasn't even ROMANCING the dude) that I just restarted the whole game again. I felt so ill after it too. Video games, man.