Model building, at large, is the thing I regret being bad at. Model your problem and then throw inputs at it and see what you can see.

Sucks, as we seem to have taught everyone that statistical models are somehow unique models that can only be made to get a prediction. To the point that we seem to have hard delineations between "predictive" models and other "models.".

I suspect there are some decent ontologies there. But, at large, I regret that so many won't try to build a model.