For me it would be two things.
1. I would not have listened to my wife when she said she would play Lord of the Rings with me and went with 40K about 8 years ago.
2. When I sold my magic cards to a local store for around $300 in store credit I would have gone with 40K instead of fantasy. I went fantasy because a friend had gotten my son some dwarfs but shortly after that he switched gears and went all with 40k.
Other then I now have a bunch of unassembled dwarfs and some never used LotR guys I can't say I'm terribly unhappy with the decisions made at the time but like they say hindsight is 20/20.