A question that I am often asked is, "Shouldn't I feel bad when I sin?" Most times this question is asked in an affirmative tone, revealing that they genuinely do not expect me to answer with a "no". However, my answer to this question is not entirely straightforward. In order to answer it, I must first be confident that you understand how holiness is achieved. Holiness is acheived when we allow the Holy Ghost to express Himself through us. We do this by obeying His voice/commandments. The scripture states that we are kept by the power of God through faith unto salvation... (1 Pet 1:5). This makes it clear that it is the power of God that our trust should be in rather than our own abilities. We allow the power of God to operate through us, when we reverence and obey the instructions He gives to us via our conscience.
So in answering the question, I will ask you a question. What do you feel bad about? Ensure that your sorrow is not generated by a way of thinking that makes you the source of holiness. If your sorrow is truly godly, in it you will be able to recognize that, though your shortcomings are by choice, it takes God and His power to restore you. You will also recognize that it was God who had been keeping you before the fall and not your spiritual skill. With this knowledge, your focus then would not be so much on yourself and what you should have done better, but rather it would be on God, sincerely requesting that He forgive and choose to live through you again. Consider the scripture below.
For godly sorrow worketh repentance to salvation not to be repented of: but the sorrow of the world worketh death. - 2 Cor 7:10
So yes, you should feel bad, but your feeling should be a conviction that leads you to immediate repentance and reverence. When this conviction is followed it will ensure that your fellowship with God is restored as quickly as possible. However, the sorrow that worketh death procrastinates repentance, and sulks in depression. So give it to the Lord, forgive yourself, and ask the Lord to use you again - He is faithful to forgive. When you do this, you will be able to extract wisdom from your failure, and the memory of it will not be a burden to you.