Isn't it Giving Up?

Paul Arden said "it's better to regret somethingthat you have done than haven't". He is also mention that we need to fight, trying, and keep hoping no matter what. But.. is there also the time that "we need to know when to let go"?
Well, in my own opinion, that's the same as giving up. What if, that was our chance? what if we got lucky? aren't we gonna regret it.
And the thing is for me, I believe that no matter what we've done or we'll do, we'll gain something from it. We'll gain experiences..knowledge.. we'll learn from it, so that we can fix it, we have that "+" so that we won't make the same mistake. SO, for me there's no "letting go". Even if they'll mock me or whatever, I'll keep on fighting! because letting do is just not my style. What about you?