Praise be to Allah.
Undoubtedly your feelings of regret for missing out on this blessing is a very good sign. You should note that the Muslim can accustom himself to weep for fear of Allah, by doing the following:
1 – Making yourself feel fear of Allah.
This weeping is the fruit of beneficial knowledge, as al-Qurtubi says in his commentary on the verse (interpretation of the meaning):
“And they fall down on their faces weeping” [17:109]
This is an eloquent description of them and praise for them. It is the duty of everyone who acquires knowledge to reach this level, so that when he hears the Quran he is filled with fear and humility. In Musnad al-Daarimi it is narrated from Abu Muhammad that al-Taymi said: Whoever is given knowledge and does not weep, he deserves not to have any knowledge, because Allah has described those who have knowledge; then he recited this verse.
Al-Jaami’ li Ahkaam il-Qur’aan, 10/341-342.
2 – Reading the Quran and pondering its meanings
Allaah says (interpretation of the meaning):
“Say (O Muhammad to them): Believe in it (the Quran) or do not believe (in it). Verily, those who were given knowledge before it, when it is recited to them, fall down on their faces in humble prostration.
And they say: Glory be to our Lord! Truly, the Promise of our Lord must be fulfilled.
And they fall down on their faces weeping and it increases their humility” [17:107-109]
“Those were they unto whom Allah bestowed His grace from among the Prophets, of the offspring of Adam, and of those whom We carried (in the ship) with Nooh, and of the offspring of Ibrahim and Israel, and from among those whom We guided and chose. When the Verses of the Most Gracious (Allah) were recited unto them, they fell down prostrate and weeping” [19:58]
It was narrated that Ibn Mas’ood (may Allah be pleased with him) said: The Prophet (peace and blessings of Allah be upon him) said to me: “Recite the Quran to me.” I said: “O Messenger of Allah, shall I recite it to you when it was revealed to you?” He said: “I like to hear it from someone else.” So I recited Soorat al-Nisa’ to him, and when I reached this verse – “How (will it be) then, when We bring from each nation a witness and We bring you (O Muhammad) as a witness against these people?” [4:41] – he said: “That is enough for now.” I turned to him and saw his eyes were streaming with tears. Narrated by al-Bukhari andMuslim.
3 – Knowing the greatness of the reward for weeping, especially when one is alone.
It was narrated that Abu Hurayrah (may Allah be pleased with him) said: The Messenger of Allah said: “A man who weeps for fear of Allah will not enter Hell until the milk goes back into the udder, and dust produced (when fighting) for the sake of Allah and the smoke of Hell will never coexist.” Narrated by al-Tirmidhi and al-Nasaa’i.
“until the milk goes back into the udder” is a metaphor for it being impossible, as in the verse where Allah says (interpretation of the meaning): “and they will not enter Paradise until the camel goes through the eye of the needle” [7:40]. Tuhfat al-Ahwadhi.
And it was narrated that he said: The Messenger of Allah (peace and blessings of Allah be upon him) said: “There are seven whom Allah will shade with His shade on the day when there will be no shade but His: a just ruler; a young man who grows up worshipping Allah; a man whose heart is attached to the mosque; two people who love one another for the sake of Allah, meeting and parting on that basis; a man who is called (to commit sin) by a woman of high status and great beauty and he says, ‘I fear Allah’; a man who gives in charity so secretly that his left hand does not know what his right hand is doing; and a man who remembers Allah when he is alone and his eyes flow with tears.” Narrated by al-Bukhari and Muslim.
Weeping when alone is singled out because being alone is a time when the heart tends to become harder and there is a stronger motive to commit sin, and it is farthest removed from the possibility of showing off. So if a person strives to do this, and makes himself feel the greatness and might of Allah, and his eyes flow with tears, then he deserves to be beneath the shade of the Throne of the Most Merciful on the Day when there will be no shade but His shade.
4 – Thinking about your situation and your boldness in committing sin, and fearing to meet Allah in such a state.
One of the righteous people used to weep night and day, and something was said to him about that. He said: “I am afraid that Allah will see me committing sin and will say: ‘Go away from Me for I am angry with you.’” Hence Sufyan used to weep and say: “I am afraid that my faith will be taken away at the moment of death.”
Isma’il ibn Zakariya described Habeeb ibn Muhammad, who was a neighbour of his. He said: “Every evening I heard him weeping and every morning I heard him weeping, so I went to his wife and said: ‘What is the matter with him? He weeps in the evening and he weeps in the morning!’ She said to me: ‘By Allah, when evening comes he fears that he will not live till morning and when morning comes he fears that he will not live till evening.’”
The salaf (righteous predecessors) used to weep and grieve a great deal. When Yazeed al-Raqaashi was criticized for weeping a great deal and it was said to him, “If the Fire had been created exclusively for you, you would not weep more than this,” he said: “Has the Fire been created for anyone other than me and my companions and brothers among the jinn and mankind?”
When ‘Ata’ al-Sulaymi was asked: “What is this grief?” he said: “Woe to you! Death is close at hand, the grave is my house, on the Day of Resurrection I will stand and my path is over a bridge across Hell, and I do not know what will become of me.”
Faddalah ibn Sayfi used to weep a great deal. A man entered upon him when he was weeping and said to his wife: “What is the matter with him?” She said: “He says that he wants to undertake a long journey and he does not have proper provision for it.”
One night al-Hasan woke up weeping, and he disturbed the other people in the house with his weeping. They asked him what was the matter and he said: “I remembered a sin that I committed and I wept.”
It was narrated that Tameem al-Daari (may Allah be pleased with him) recited this verse (interpretation of the meaning): “Or do those who earn evil deeds think that We shall hold them equal with those who believe (in the Oneness of Allah- Islamic Monotheism) and do righteous good deeds” [45:21] and he started repeating it and weeping until morning came.
Hudhayfah (may Allah be pleased with him) used to weep intensely, and it was said to him: “Why are you weeping?” He said: “I do not know what is ahead of me – Divine pleasure or divine wrath.”
Sa’d ibn al-Akhram said: I was walking with Ibn Mas’ood and he passed by the blacksmiths, who had brought a piece of iron out of the fire. He stood and looked at the molten iron and wept.
5 – Making yourself feel regret and feeling that you have fallen short in your duties towards Allah.
The tears of the repentant at night quenches thirst and cures sickness, as the Shaykh of the Mufassireen (exegetists), Abu Ja’far al-Tabari, said in his commentary on the verse (interpretation of the meaning):
“Do you then wonder at this recitation (the Quran)?
And you laugh at it and weep not” [53:59-60]
Do not weep at the warnings contained therein to those who disobey Allah, when you are people who commit sin, “Wasting your (precious) lifetime in pastime and amusements (singing)” [53:61] – you are heedless of the lessons and reminders contained therein, turning away from its verses.
Jaami’ al-Bayaan ‘an Ta’weel Aayi al-Qur’aan, 27/82.
6 – Weeping out of fear of a bad end.
It was narrated that Ibn ‘Umar (may Allah be pleased with him) said: When the Messenger of Allah (peace and blessings of Allah be upon him) passed by al-Hijr (the land of the people of Thamood) he said: “Do not enter the dwellings of those who wronged themselves, lest what befell them befall you, unless you are weeping.” Then the Messenger of Allah (peace and blessings of Allah be upon him) covered his head and walked quickly until he had left the valley. Narrated by al-Bukhari and Muslim.
Al-Nawawi included this hadeeth in a chapter entitled “Weeping and feeling fear when passing by the graves of the wrongdoers and the places where they were killed, and expressing one's need of Allah, and being careful not to be negligent in that.” Riyadh al-Saliheen.
7 – Listening to moving speeches and lectures that will soften the heart.
It was narrated that al-‘Irbad ibn Sariyah (may Allah be pleased with him), who was one of those who used to weep, said: “The Messenger of Allah delivered a deeply moving speech at which our eyes began to overflow and our hearts melted.” Narrated by al-Tirmidhi, Abu Dawood and Ibn Maajah.
May Allah help us and you to do that which our Lord loves and is pleased with him.