I gotta say that I would not warn myself of the mistakes I made, because they are what made me the person I am today, and got me where I am today. However, I would have taken the time to record/video tape conversations with my grandmother and grandfather, talking about their experiences growing up, how they saw the changes that occurred (cars, radios, microwaves, dishwashers, oh my!) and family history from them. We have some of this on video, but would have liked to have gotten a LOT more.
My main advise would be just to echo what my dad told me and continues to tell me.... Grab onto the NOW because we don't know what the future may hold. Live life to its fullest every day.
Of course, I too would have told myself to invest in some key companies like Microsoft and Yahoo and in gold. Heck, who wouldn't want to give ourself a leg up on investing opportunities!