I can answer this because I too wish I could have had my son sooner. I was scared to death of having kids for all through my 20's and early 30's. I now realize I was just selfish and didn't want the "burden" for lack of a better word, of something that doesn't go away. I now realize how wrong I was.
My wife of 10 years convinced me finally to have a kid when I was 33. I risked, at that point, a failed marriage if not giving her at least one. We agreed to just one kid. Had I'd known how hard it was going to be for us to just conceive of one, I would have agreed to start trying much sooner. It took us 5 years of trying the old fashioned way as well as some basic medical help until we finally agreed to pay the price of a new small car for IVF. The stress it caused my wife for five years of trying was hard to watch. She'd tear up seeing a teenager carrying two kids but we couldn't have one.
My life changed the day my son was born (who is now 6) and I can't put into words how much joy he has brought to me. He is like a mini-me and my best friend. To watch him grow, learn and pass through some early life moments (kindergarten, etc) has choked me up at times.
So the regret is because of not knowing how hard it CAN be to have a kid. And you aren't even in the first phase of it yet in which you have a mate you can devote to. Plus you hear about it all the time but it is so different to be living it, but children are exhausting. You want that to be hitting you in your 20's and 30's at peak energy. I am past 40 now and I feel like a zombie at times and many other area's of my life have suffered. I think back how much easier it would have been just to play soccer with him longer if I was 10 years younger.