Throughout my many years of playing in a band, sitting through countless auditions and performances, one of the toughest things to watch is a musician panic after making a single mistake and then failing to recover. The reality is, mistakes happen. They are a normal part of music and of life. But what matters most is not avoiding every mistake, it is how you recover and respond to them. The ability to recover is just as important a skill as tone, technique, or any other fundamental.
In concert band, the worst thing you could possibly do after messing up is freeze. Never freeze, ever. Stopping only makes the mistake much, much more obvious, and it becomes much easier to lose track of where you were in the music. It is totally okay to keep playing even if something comes out wrong, and it is also fine to skip a beat and jump back in when you recognize the next part. As long as you stay confident and play with intention, most people will not even notice the mistake.
The same can similarly apply to marching band, but there are also a few differences. Getting lost on the field does happen, with how complex drills can be, and it can even be a little bit dangerous. So, the best thing you can do is keep marching unless you absolutely have to stop. Someone who keeps moving blends in much better than someone who freezes in place. Try to move toward the next set you can recognize, and if you remain confident, you can easily hide the mistake made.
A recovery strategy I lied to use when I felt myself messing up too much was to simply play the main beats. As long as I maintained the main pulse, I could breathe between notes and find a way to stabilize. It was not perfect, but it kept me consistent, and that was usually enough to help me get back on track.
Lastly, I would like to mention that you should not dwell too long on your mistakes. No matter how badly you mess up or how badly you recover, as long as you walk away knowing what went wrong and what you could do better next time, that is the only takeaway that really matters. There is no need to damage your mental state by obsessing over something that is in the past and cannot be changed. With that said, mistakes are inevitable, but learning to take them in stride is what makes you truly a better player.
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