No, I've not made any decision I've immediately regretted yet (though not choosing to take the supplies in the car at the end of episode 2 came close). However, I did regret a decision I made in episode 1 when I discovered in episode 2 that you didn't become a zombie by being bitten but simply by dying. It was when I gave the gun to the lady that was freaking out because she thought she was going to become a zombie and wanted to end it before that happened.