This is a thread for us to lament mistakes we made in our lives as gamers.
Here's one I think we all agree on: Not saving the boxes and manuals for our games. As a kid I thought they just took up space and who needs 'em anyway, only the game counts. Now I realize not only did I subtract value from my game but sometimes the manuals and boxes actually ARE important.
I personally have a bad habit of not getting into a series until its no longer relevant--IE playing and marathoning Metal Gear Solid 1-3 at around the time MGS4 was the new hotness.
Selling games that later became high-priced and hard to get back. In particular I kick myself for selling a complete MUSHA and especially a cart-only Resident Evil Gaiden (The latter I would gladly buy back if I could find it for like $20 or less, but MUSHA is beyond all hope now). I also used to own Lucienne's Quest, but never a 3DO to play it on. Now that it looks like I might get a 3DO I kinda regret that (but the copy I had might not have worked anyway).