What should I do? I think I regret leaving my old life for a new and better one.
What made you want to leave your old life for a new one?
My life before was so dreadful and I had no friends at all.
Wanting to change your old life was a healthy impulse even if things haven't worked out. Take what you did wrong and learn from it in order to do better in the future.
But I'm just not sure I made the right choice.
It's good that you tried to change your life for the better. Although change is difficult, it is worth it to take stepps to move your life forward instead of being stagnate.