Nothing about my journey through life has been "efficient"...but I honestly have no idea how I'd have gotten where I am if I hadn't done the same set of things I've done.
I can pretty easily reflect on places where I'd wish I'd learned faster, but that's perhaps different.
In terms of big perspective shifts, I think the questioning I did in my mid-20's (anchored on the question "is what I do for a living good?") could have been done earlier. I left religion, along with many other beliefs, as a result of pulling on that thread and I think I could have done that in my late teens instead. It would have saved me (and a lot of other people) a lot of pain.