What makes him feel that way and why?
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He has just heard a story about a wanton, capricious act of violence and its consequences. The Ancient Mariner himself is certainly a sadder but wiser man after his experience, and the wedding guest shares that experience vicariously. Notice that the Ancient Mariner stops only one of three people on their way to the wedding, and that he says at the end of his story that he is always prompted somehow to recognize the next person to whom he must tell it--but the verb he uses is not "tell" but "TEACH." Possibly he's enabled to know which people (evidently a select few) will benefit from hearing the account. The fact that the wedding guest arose " a sadder but a wiser man" shows that he was the right choice, for the tale had its effect on him.