You can make your own list, but here are some suggestions. Some may spark something for you.
For most of the book, until Laura returns, I think Rob’s biggest regret is that he is alone. He clearly wants to be in love, and someone that he can trust and appreciate. He has faced a lot of heartache, and Laura’s leaving him makes him feel empty.
Then, I think Rob wishes he knew what he wanted from life. He wishes he could understand himself and express himself better. He seems to misinterpret things, such as why his girlfriends left him.
Next, I think Rob wishes he had better taste in women. He does not have much luck choosing the right woman, or choosing someone he can relate to well and who will understand him while he understands her. Relationships are unsuccessful.
He might also hope he had better business sense. If the record store was doing better, he might be in an entirely different place in his life, and happier in general. Maybe Laura is right and he should be a DJ instead of a record store owner.
Finally, Rob wishes he had better communication skills. This might have resulted in him having a better understanding of why all those girls left him and not blaming himself, and help him understand Laura better.