I am not reckless by any measure, but my philosophy is the opposite. Regrets come from what is not tried as well as what is. You only need to ponder an adventure for a long time if it is something permanent, like quitting a job and moving elsewhere or having a child. Having sex with someone is not such an event, you can just stop, it doesn't detract from you.
One of my biggest "regrets" early on was playing for some months with a guy who turned out not to be nice and not even a good sexual partner. My husband recognized that I was persisting at it even though it was unfulfilling because I hate to fail at something; I was trying to make sex with this guy "work," and hubby told me it was ok just to let it go. It turned out to be a good lesson, and not really a regret.