I have been thinking about my way of life.

Recently, I found and understood how to alive my way of life.

You find something first, then you understand it. To understand and find something doesn't quite make sense, but I can tell what you meant. :)

So, in these days, I was relieved.

By "these days", did you mean "presently"?

I want to improve my way of life and thinking of life.

You can make a sentence more brief but understandable this way.

I have had lots of regrets in my life so far.

"Have had" is past tense, meaning your regrets happened in the past.

However, I will not get keep regrets and make mistakes.

Instead of "so", use "however", as it indicates you are changing your way of living.

I am going to living live in out my life.

I think that I will laugh at myself and enjoy about living my life.