Religious conversion is like marriage; it is good to approach it with the intent for it to be a life commitment, while at the same time, we never know how it will go, how we will change later in life, or how we ourselves will change because of the experience.
Like marriage, religious conversion can have a lot of challenges, especially unexpected ones - it is a journey that can be rewarding, but, like most rewarding journeys, it is not necessarily easy. In fact in the Qur'an God specifically promises to try those who say they have faith, so one can expect some challenges!
Above and beyond that, due to the socio-cultural situation of the world today, there are some specific (and unfortunate) challenges associated with converting to Islam in a Muslim-minority country or if one is not part one of the main ethnic groups of the Muslim world. Often these challenges are felt both in "mainstream" society, if one is visibly Muslim (for instance, wearing hijab), as well as in the Muslim community. It doesn't hurt to talk to people and listen to their experiences and be sure this is something you are ready to navigate.
If someone regrets becoming a Muslim and later decides to be not-Muslim, it is not as if the religious police or angels are going to swoop down from the heavens and arrest them. The main pressure to adhere to a religion (Islam or otherwise) usually comes from immediate family/blood relatives, such as parents (and I am guessing you do not have Muslim immediate family/blood relatives, so that is not a factor). As an individual, in practice, you have the freedom to do whatever you want.
However, it is rarely as simple as flipping an on/off switch. A person who genuinely converts to Islam for 2 weeks and then changes their mind is unlikely to be deeply changed by the experience. However, a person who genuinely converts to Islam for 10 years and then changes their mind is likely to have a lot of spiritual, psychological, social, and possibly family, practical, or financial ties related to their life as a Muslim (such as a Muslim spouse or children whom they were raising as Muslims). As with anything else in life, the more you invest into something, the more difficult it is to break away from it.
Also, sometimes, when someone regrets converting to Islam, the problem is not actually Islam, but rather, they are regretting life choices (such as regarding career or marriage) or unhealthy behaviors (such as being a doormat), especially if they are using Islam to justify unhealthy behaviors. Sometimes they also are regretting choosing unhealthy or needlessly restrictive ideologies as being "more Islamic". There are many ways to live life as a Muslim and, if one is in that situation, it can be helpful to ask one's self what really needs changing, and if there is a different way to live life authentically as a Muslim.
(This is unless it is actually a theological concern, which is a different issue.)
In any case, I feel it is important to remain true to what you believe and true to yourself, including an acknowledgment of what your priorities are and also how things are going for you. This is true both before conversion and after conversion. There is no point in lying to ourselves since God knows what is inside us. However I also believe that if you sincerely pray and listen to your inner voice, you will know what is the right decision for you, now or at any other time in life.
(Also there are some interesting stories of people who were thinking of converting to Islam asking God for signs - it never hurts to ask God for a sign!)