When you work as an employee, you will tend to think or do your work to prevent errors as much as possible. This will condition your mind or thought process to fix to one way of doing things.
As an entrepreneur, it is the extreme opposite.
By all means, make mistakes, learn from the mistakes and grow.
It is ruthless out there, the more you make mistakes, the more it prepares you to be sharp in business acumen.
As an employee, unfortunately the environment does not allow you to practise making mistakes...you will get fired, right?

Here is a great example to explain the subtle difference:
Employees will ' ready, aim, fire".
Entrepreneurs will ' ready, fire, aim'.