I guess for me it would be Gjallarhorn. Even though I didn't have enough coins then, had I know how good it is, I would have found some way to get them.
Also I almost didn't get an Icebreaker. I was about 5 coins short but my friends helped me grind some strikes and I ended up reaching the 17 coins needed to get it. Close call.
Edit - I expected a ton of Icebreaker and Gjallarhorn regrets but I am pleasantly surprised to see a lot of Red Death. That gun in phenomenal and very underrated.
Edit - Also quite surprised are how many people missed Suros Regime. I thought everyone had this gun at this point.
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