Why do we make mistakes?

I get so frustrated with myself when I do things wrong. Most of the time I don't know if a decision was the wrong decision until later, but I feel still bad about it. I know Jesus Christ as my personal Savior; He is the Lord of my life & I know He guides my decisions -- so why does He allow me to make bad decisions?
For one thing, I learn from my mistakes & am better prepared for the future. I always remember what Rafiki said on the Lion King: "Yes, the past can hurt. But the way I see it, you can either run from it, or learn from it. Ha! You see? Now what are you going to do? It loses something when you can't hear the accent, but you know what I'm getting at...
It's more than what you learn, though. There are some people I know who seem to have it all together, & while I love them as my brothers & sisters in Christ, the truth is they frustrate me! It's the people who struggle with the same things I struggle with that encourage me. This applies not only to mistakes we make, but the hard things that happen that are beyond our control (my problem is sometimes I feel guilty about those things, too; but I shouldn't). Maybe God lets me make mistakes & deal with the consequences, as well as go through hard times, so I can be of more benefit to others who go through the same things. & there are always a lot of people who have it much worse than me!