<ol><li>Usually, I compare a life choice to the beginning of a maze. - a comma follows transitional devices like "usually, however, although, etc."</li><li>This is because when we make a decision in life we cannot really go back, because there will always be some consequences and the starting point will never be reachable again. - This seems to be a run-on sentence. I recommend you write it like this: "This is because when we make a decision in life, we cannot really go back. There will always be consequences and we can never start over again." Reachable is not a word I would use when referring to a beginning or a starting point, especially in the context of your writing.</li><li>But sometimes even a posteriori, because after making a decision we start thinking that one of the other doors was the right one, but we can not really know it. - These all seem to be hanging and run-on statements. You may write it like this: 'Sometimes, it is not even possible a posteriori. After making a decision, we start thinking that one of the other doors was the right one, but we cannot really know it."</li><li>...we can just image the consequence of that choice... - we can just imagine the consequence of that choice</li></ol>