Yes, we ought to learn from our mistakes, and sometimes we do. But often we don't learn from them, and even when we do, we don't necessarily change our ways. The Apostle Paul lamented that often "what I do is not the good I want to do" (Romans 7:19).
Let me ask you a question: When you faced a major decision in your life, did you ever stop to ask God which way He wanted you to go? Or did you base your decision only on your own judgment, and what you thought was the best thing for you at the moment? God loves you, and He doesn't want you to go through life constantly bringing hurt to yourself and to others. Furthermore, He knows what is best for you and He wants to show it to you.
Begin by putting your life into God's hands, admitting to Him that you need His forgiveness and guidance. By a simple prayer of faith, ask Christ to come into your life -- and He will. Then when you face decisions, turn them over to God and ask Him to direct you.
How will He guide you? One way is through the Bible, which is His Word. God never leads us to do something that He has already forbidden in His Word. God also can guide us through the advice of wise and godly people. The Bible says, "Blessed is the man who makes the Lord his trust" (Psalm 40:4).