In the Marvel Cinematic Universe, it's safe to say Thor's worst mistake cost everyone big time. In Avengers: Infinity War, he could have rammed his ax into Thanos' head, but he went for the shoulder with Stormbreaker, affording him a chance to gloat about revenge. Sadly, this gave the Mad Titan time to pull off the Snap. While it'd be corrected later on, in Avengers: Endgame, the overall outcome could have been much different had Thanos also not repeated Thor's error. It came in the fight against Captain America as Thanos, who came over from the Guardians of the Galaxy era in 2014, brought his forces to Earth to get the Nanotech Infinity Gauntlet and Infinity Stones.
When Cap picked up Mjolnir and began that epic fight, many thought Thanos would lose, as Steve used his shield and the hammer to amazing effect. Sadly, as strong as he was, Cap didn't have enough power to end Thanos alone, and it culminated in the Mad Titan grabbing his double-sided blade and smashing Cap's shield up.
However, in a blink-and-you'll-miss-it-moment, when Thanos swatted away Cap's arm and shield, he had time to go for the chest or head. He could've impaled or decapitated Captain America, as Steve's entire upper-body was exposed, but for dramatic effect, he went for Cap's leg.
Granted, this was all done to dramatically extend the fight scene and build to the Avengers assembling soon after. Practically speaking, Thanos could've ended it, but instead he crushed the shield and left Steve injured but able to fight, despite the odds.
He eventually got up, and as one man, he stared down the invaders. That was until the cavalry arrived, but all of this would have been different if Thanos opted to place his blade elsewhere. It was a bad tactical choice, and despite not being the veteran strategist -- as that version was killed at the start of Endgame -- one might have thought this younger warlord would still know to murder such a strong opponent early. Instead, he came off as a rookie, making an amateur mistake in battle.
Maybe he wanted to gloat, savor the fight and drag on the challenge, but if he was underestimating Cap, it was a bad move. It allowed the Captain America to rally the troops, when his death would certainly have left the returned heroes deflated and leaderless. This could have devastated the resistance and tipped the scales toward the Black Order and Chitauri. However, like Thor, Thanos' mistake ended up costing him everything, including his own life as Stark dusted all these enemies away.