There is probably a long list of things I haven't done...I assume that you mean things you haven't done that you at least kinda sorta wish you had (I never had any desire to go sky-diving or wrestle an alligator, so I never did).

A few attainable goals that I never reached:
Never learned how to throw a lasso;
Never bulldogged a steer;
Never learned how to fly an airplane;
Never hiked the length of the Appalachian Trail;
Never found any gold (though I tried panning for it in California)...