Is there any mathematician who felt guilty for one of his math discoveries ever?
Solution 1:
Einstein, while not strictly a mathematician, expressed profound regrets later in his life when he pondered on the possibility of an atomic war. In 1939, he wrote to Roosevelt to urge the Americans to develop the atomic bomb before Germany, and Roosevelt took action as a direct result of this letter. In 1954, in an interview to The Reporter, Einstein said:
If I would be a young man again and had to decide how to make my living, I would not try to become a scientist or scholar or teacher. I would rather choose to be a plumber or a peddler in the hope to find that modest degree of independence still available under present circumstances.
(He is often credited to have said: "If only I had known, I should have become a watch-maker." But it appears that he never said those exact words.)