"We should have gone over years before that. I always wanted to and I think most of the band did"

This quote by Roy Wood is most likely referring to a choice that the band he was in had actually made in the past. It appears that the band had actually chosen against going somewhere, and Roy Wood is revealing regret that they had actually not gone. He indicates that he had actually wished to go, which the majority of the other members of the band had wished to go as well. This suggests that the decision not to go was made by a majority, however that Roy Wood had actually been in the minority. He is expressing regret that they had actually not gone, likely since he believes that it would have been an advantageous experience for the band. This quote is a suggestion that it is necessary to think about the opinions of all members of a group when making decisions, as it is possible that the minority viewpoint may be the proper one.