Buddy, experience is still the best teacher, not minding what the turn out of the event was, you'll still learn more effectively when you're the one experiencing the situation but that doesn't mean you should always put yourself at risk of always been hurt just to learn.
If the lesson are terrible, you just have to learn how to see the best in every situation as there's always something to learn that'll be of help to you tomorrow. The lifetime regret are also a lesson that won't be forgetten easily, you just don't have to let the situation win because your getting defeated means exactly that.
The bitter truth is that not everyone is ready to learn from them mistakes and lesson just too recalcitrant and adamant to learn....it's cool because they'll or they mostly find themselves in a bastardized and detrimental situations.