I'd travel back to 20-year-old me, tell him to not go after [girl I was with for 5 1/2 years] and not major in [liberal arts degree that I wasted about the same amount of time on], and then beat the living crap out of him so he'd bear enough bruises and scars to vividly remember the experience and know it wasn't a dream.

Edit: Oh crap, "one thing". Okay, in that case...

Hey you. Yeah, you. I'm you in a little over a decade from now, and I'm here to impart some wisdom on you. That girl you're into right now? Stop that. You'll regret the years if you get with her. Okay, that's it. Well, there's something else, but I didn't make the rules for this encounter, so you're just going to have to learn about the other thing on your own. Oh, but I do have this for you... (cracks knuckles)