So far I haven't made any really dreadful mistakes, just a bunch of bloody silly ones. xD
The worst one was probably this, just yesterday:
I was under the impression that your exploration data gets saved when you dock at a station, even if you don't sell it there.
You can guess where this is going...
On Wednesday I took off on a 5000ly trip to unlock Palin. Headed to the Jellyfish Nebula. Here and there I scanned a few systems, and when I found Water Worlds I mapped. Oh and I used a cheap Hauler with just a G2 FSD for 37ly jump range, so it was about 150 jumps one-way to Beta Site. And it was a really nice view indeed.
So I made it there safely and docked. I checked the exploration data but didn't sell it, because I planned to sell it to Sirius Corp instead to make friends quickly. Then I decided I didn't want to go through 150 jumps again right now, so I blew up my ship instead and respawned at AY with a Sidewinder.
Now imagine my chagrin when I'd made it to Procyon, proudly opened Universal Cartographics, and... nothing. facepalm
So I had to grind the Sirius rep manually, and I don't know exactly how long it took but it probably wasn't any less than the 5000ly return journey would have taken. :6