You need to stop living your life having regrets for things in your past. Constantly thinking about events from your past that you aren't proud of, mistakes you may have made in your relationships, or things you "should have" done isn't going to make your future any better. You need to accept where you are in your life for what it is, and learn from your "mistakes". No matter how bad you view something from your past to be, take the time to really find something positive from it. Look hard. There is something there.
Bad things are going to happen to you. They happen to everybody. It's how you deal with them that allows you to grow as a person and an overall happier human being. If you're able to find just one positive from an event, you will grow. Consider this example:
Say you're in college and your friends invite you out for a few beers. However, you have a big exam the next day. You've studied for weeks and are certain of all the material that's going to be on the exam. You decide to go because you heard that cute guy or girl you've had your eye on is going to be there. You have a few beers and finally get the courage to do some flirting. After a few more beers, you're pretty drunk and decide you need to go home. You catch a few hours sleep and take your exam. Long story short, you fail the exam because you made a bad decision to go out the night before. You feel complete disappointment in yourself, which you should. However, instead of moping around about it, learn from your mistake and move on with your life. Realize that your hard work doesn't pay off unless you complete the project. Studying for weeks for the exam was wasted for a night out of fun. Learn what you need to do to accomplish the goals you set out for yourself, and stay disciplined until you have successfully completed what you set out to do.
To take that first move toward to a new positive way of pursuing life, try the following:
Make a list of the events from your life that you continue to dwell on and can't seem to let go of.
For each event, write down what your mistake was, what you learned from this mistake, and something positive you have today because of the situation.
Let go of it!
If you are able to release the binds of the past and start to live for today, you will start to feel a happiness that is very rewarding. What's in the past, is in the past. It cannot be undone. Apply your energy to today and appreciate the life that you have.