Andy Cohen has one major regret about his big interview with Oprah Winfrey. Looking back on the 15 years he’s been hosting Watch What Happens Live, the television star, 56, opened up about the one question he wished he’d never asked when chatting with the media legend, 70. “This was a huge moment for me and for the show,” he said of welcoming Winfrey on his late-night series. “I’m such a fan of Oprah.” However, things took a bit of a turn when Cohen questioned The Color Purple actress if she’d ever “taken a dip in the lady pond” before. “That’s probably one of my few regrets,” the Bravo boss a…