We have had this thread before, but I will add my own tuppence worth. In my own life I would change nothing, because I have been very lucky.
In history, I would have made the Hitler/Stalin Pact public in a way which would have forced the press to expose two wicked tyrants. I do not know if it would have changed the course of history, but it may have been the best opportunity.
Also I can muse what might have happened (or not happened) if the series of calamities which brought about the assassination of the Archduke Ferdinand had been averted. One side of me likes to think that Europe would not have blundered into war. The other side can only speculate whether war was inevitable, because the politicians of the time were not equipped to comprehend the changes in the balance of power.