"Don't feel sorry for yourself."
It may be true that life isn't fair, that you had missed chances, or that things should have been different. But self pity robs you of all other emotions and energy, so that in the end all that is left is self pity.
This really struck a note with me. I know that I am sometimes liable to feel a bit sorry for myself, and it really is not an attractive emotion. All you can really do is move forward with what you have - either the physical, or emotional or financial resources.