Absolutely. I'm someone who loves trying new experiences, from foods to experimental theatre to music, and I never regret trying those things, but there are plenty of times where I've tried it and could then say, "nope, not for me."
And yeah, that's truer the "bigger" the experience gets. You've tried something huge, something most people don't even think about trying in their lifetimes, and it's an experience you'll always remember, but sticking with it once it was clearly not for you would have been throwing bad time after good.
Good luck on whatever happens next.