I personally would prepare myself ahead of time for my anxiety problems. Learn techniques and tricks that would help me better adapt to life and the demands of the world, rather than stumble around clueless and afraid for years before realizing that I wasn't 'broken' or 'defective'. I would try to accept and be content with myself, my limitations as well as my potentials, and find as comfortable a balance as I could manage. A lot of my life has wound up being dedicated to managing anxiety, so having a head start would have been super awesome.
I would also have tweaked my relationships with my parents, nothing huge mind you. I'm lucky enough that both my parents were kind and loved me and did their best by me. However, my Dad died at the age of 57, and I can't help but wonder if I could have done anything to have changed that, like by preparing better meals, or encouraging a more active lifestyle. My mother is mostly deaf, and I would've insisted on my family learning sign language a lot earlier to make things easier for her, and so she could feel less like she was missing out on things during social interactions. I would also never have given my cat wet food, since it destroyed her kidneys and she died way too early.
Hm. It seems kinda lame now that I look at it in written form. I wouldn't do anything awesome or earth shattering. I would just like to have been able to make my family as happy and comfortable as we could have been.