We typically tend to identify them only with hindsight. 

It is easy to look back and think that we should have taken an opportunity that we missed out on. Once the story has played out, it is simpler to consider what could have been.

We rarely feel that we missed an opportunity when we actively considered it and decided to not pursue it. It happens, but it is less frequent than the previous scenario.

Tuning ourselves to identify the opportunities that come our way and evaluating them objectively is how we minimise a feeling of 'missed opportunities'.