I once traded a Latias Gold Star Pokémon TCG card for Slakoth + Vigoroth + Slaking of the Deoxys expansion. Only many years later did I ever realize how dumb that was, but I really, really liked the Slaking family.
For those who don't know, a Latias Gold Star may reach upwards of US$300 in price depending on their condition, while the cards I received aren't worth more than a few dollars at most.
Granted, I didn't actually lose any money in this, but I still regret it a lot haha.
About things I actually spent money on, though, are probably the bunch of mounts I bought from the World of Warcraft store over the years. I've stopped playing the game years ago now and came to regret these purchases. Thankfully it was just 3 or 4 mounts, but money is money.