There are a couple of issues to consider. First, if a person changes their mind about being saved and wants to go to hell, there must be some doubt about whether they were ever saved at all. On the other hand, through the hardening of the heart (see Heb. 3:7ff) because of continued carnality and indifference to God, I suppose it is possible for a Christian to become so bitter and angry at God that they want to curse Him and go to hell. It’s hard to imagine this, but because of the hardening of the soul and the tricks the mind can play on a person in this condition, one might possibly reach this state. When a believer sins and stays out of fellowship the Bible tells us God disciplines us as his children. This can even lead to a believer’s death as judgment from God (see 1 Cor. 11:28f; 1 John 5:16).
Remember, God treats us in grace and He knows the heart thoroughly. He knows what leads to such a warped condition. Once a person is in heaven, the sinful nature and all the old feelings and way of thinking are left behind. Such a person would no longer feel the same.
From the standpoint of rewards and privileges in heaven, such a person would reap the rewards of a failed life (see 1 Cor. 3:11-15). Note that some people will be in heaven, but like a man barely escaping through a fire.