You definitely missed an opportunity. My first year, I volunteered without pay in a research lab just to see what was going on, and then by the second through fourth years I was contributing to actual research.
Of course, it's not entirely clear that I was more help than hindrance to the group until midway through my third year, but I certainly learned a lot and got a lot of mentoring you can't get via youtube and e-books :-)
Working in a research lab would have been my dream (and it's all for free while you are a student, isn't it). I just didn't have a clue as to how to get there. I don't blame the system, as I wrote in another post. Although it wouldn't have hurt to get some directions.
I went to a German university. I don't really want to bash them, as the level of education was actually very good. I was just clueless as to how to best direct my education. Studying maths also didn't help with getting involved in creating things.
There actually is a European Space Agency thing nearby, and an acquaintance DID work on satellites there for his PhD, so as I said, I can't really blame the system.
I guess the key thing for me is the cluelessness about how to go about reaching goals effectively. I still relied on the system to somehow stir me towards a nice job.