"I wish I could go back to the beginning, except I wouldn't do any better. They used to say I had a quick brain."
Bill confesses this to Hudson in his office. He knows that even if he had been given a chance to fix everything that has become the wreckage of his life, he couldn't. At least he doesn't believe he could do so.
"...Goodbye."
Bill's final words of the play are to Anna over the phone. He tells her that he is going to stay in his office. His goodbye is not one that is him ending the conversation for a brief time until they speak once more, but of a man who is resigned. He believes it is all over for him; thus, this word carries an enormous amount of weight.
"As you must see. As for why I am here, I have to confess this: I have to confess that: that I have depended almost entirely on other people's efforts. Anything else would have been impossible for me, and I always knew in my own heart that only that it was that kept me alive and functioning at all, let alone making decisions or being quick minded and all the nonsense about me...That I have never really been able to tell the difference between a friend and an enemy, and I have always made what seemed to me at the time to make the most exhausting efforts to find out. The difference. But it has never been clear to me, and there it is, the distinction, and as I have got older, and as I have worked my way up--up--to my present position. I find it even more, quite impossible. And out of the question. And then, then I have always been afraid of being found out."
Bill confesses this to the Judge in the opening dream scene. His confession tells us that he is a man that is terrified that he has created such a large false persona that he will never be able to return to any sort of truth in his life as he must continually cover his life which has become an overwhelming lie and failure which he protects with the tough, bullying exterior; keeping everyone at arm's length so they don't find him out.