Oliver, if you had chosen to do cycling, and badminton, and backpacking, you still wouldn't have done other things. Everything is a choice and you spent your time differently - it doesn't seem you wasted it.
I would like to climb the Kilimanjaro and the Everest, and tour Antartica, and get a nobel prize, and many more things. I doubt I'll have time to do all of them, but maybe.  At the end every choice is a regret on all the other roads we haven't taken; but you can't take them all.

There have been several discussions on this topic, for example, as you mention letting go, letting go, and on regret.

I often have periods where I have to punch myself in the chest. What am I doing, I'll think, all my friends are out there laughing and gallivanting or at least eating a smoothie and I'm taking a nap. I'm not even tired!

I call my solution 'going hard.' It's when I'll refuse to refuse any invitation and actively go anywhere with people I would hardly say hi to on the street. And I'll never be the first one home. It's awful on the sleep but there is a satisfaction to pushing yourself to the very edge of social endurance and still going the next day. 

And going hard doesn't end or begin with social upkeep. It applies to doing things of all sort. It breeds the satisfaction of action. To go to the gym or to crank out an essay at the library when there are a thousand other things I'd rather be doing will always make you feel better at their end. (And isn't it funny how those things we'd rather be doing are never very accessible or else also easy to pass up on?)

You're right about trying new things and everyone has a different way to go about it. I've never followed the club formula. I shy away from cliques and how do you know not everyone there will be an asshole anyway? When I go Hard I try to find things I like to do or else hang out with people that fit my mood. I meet a lot of people and those people lead me to other people and it becomes some sort of chain and I can't remember who I met where and when and it doesn't really matter because somehow I made it down the line to somewhere or with someone I really like.

It's about maximizing your opportunities. Creating a network for yourself and having fun doing what you're doing.  I think your goal should not be to become a social butterfly but someone enjoying himself in the moment. In this way opportunities become attracted to you and it's not the other way around.

I think something that is also important to all this is having a bit of a net for yourself. Know your feelings and know what they need at any given moment. I have a friend who is always saying "don't force it" and he's absolutely right. If you push yourself into something you really don't want or at an awful time it will only backfire and you'll feel worse off than you did before.

Advice is something to be taken lightly. This may or may not be the way for you to go about it. Just read yourself. Find something fun to do with other people and keep doing it.