The insight from Trevor Noah's perspective on regret is that he doesn't regret anything he has done in his life, but he is consumed with regret for the things he didn't do, the choices he didn't make, and the things he didn't say. He believes that people spend too much time being afraid of failure and rejection, but regret is actually the thing to fear the most because failure and rejection provide answers, while regret remains an eternal question without an answer.