Mistake #1. Lack of plan/routine, done by a professional
There's no better routine than one put together by a professional fitness trainer who is appropriately qualified, experienced, understands your current physical condition, and knows your goals.
If you're at the start of your gym journey, chances are you don't yet know that much about how to work out. Operating exercise machinery or doing free weights can seem simple enough, but the devil is in the detail, as they say. There are many ways to exercise different muscle groups. The order you do those exercises is essential too. Weight increments are critically important to ensure your muscles get stronger and grow over time, and seeing these results will help with motivation.
Important note, this doesn't mean you have to spend an excessive amount of personal training sessions, I understand that can be prohibitive. However, a few would help but get some pro advice regularly to keep your progression on track.
Mistake #2. Going to the gym at the wrong time of day
Unlike some of the recommendations posted, such as sticking to a routine, this mistake comes down to personal preference. Quite only, if you're too tired and not at your peak, or at least close to it, then you won't be able to put in the right level of effort, going to the gym will become a chore, you'll lose motivation, won't see results and stop going.
I'll admit up front, I'm not a morning person. I've tried to become one, but I'm just not the type to hop out of bed at 5 am, full of beans and raring to go. My two-year-old wakes us up at about 7 am or just before, and that's good enough for me.
These days, because my working hours allow, I'll do a gym session early/mid-afternoon. That's when I feel at my healthiest and can quickly get through weights and cardio. In previous years, while not at my peak for the day, it's suited me to go straight after working at an office, so 5:30 pm onwards. Be clear on your order of preference to ensure that gym sessions can be effectively integrated with the rest of your life. My rule of choice is
1. Early/mid-afternoon; if I can't do that time, then it's:
3. Early evening;
4. Late evening;
5. Early morning if I have to.
Mistake #3. Not listening to the right things (Music, Podcasts, etc.)
I've heard many people give up on the gym, citing boredom as the reason. For some, just being at the gym and doing exercise is enough to keep them happy. For others, including me, it's helpful to have something else to focus on.
Podcasts: Music used to be enough. Loud, pumping tunes that would help to keep my energy up. These days I take the opportunity to learn something new and broaden my mind a bit. I am ideal when lifting weights and helps focus my mind. It adds to my overall gym experience. I'm satisfied that I've made good use of the time and helps me feel like I've had a real break from the outside world. Try out different Podcasts to see what you like. I thoroughly recommend The Joe Rogan Experience, in-depth conversations with some of the world's foremost thinkers, well worth checking out. But there are thousands of others!
Music: Might seem like an obvious one, pick music that you like listening to. No brainer, right? But listening to the right things while doing cardio can make all the difference. I mean those songs that'll push you an extra 500m on the rowing machine, for example, not just your average tune. No rules, it's whatever gets you going.
Mistake #4. Not Investing in a decent pair of Bluetooth headphones/earbuds
This one goes hand-in-hand with #3. I can't emphasize how important this one can be. If there's one thing I can't stand is a pair of leaky tinny headphones, mainly when doing cardio.
I have absolutely no connection with Jaybird, but their X3 headphones are robust with excellent sound quality, including bass! Beats are also worth a mention. Even if you go for another brand, prices are pretty reasonable today, and the right pair can help the music get inside your head and motivate. It's a personal thing, but I also like that feeling of being a little bit cut-off from everything else, no background noise.
As for wired headphones, massive fail on my part, but I was wearing some while on a treadmill, getting to a decent speed. Headphones connected to my phone, which was resting on the treadmill, my arm caught the cable, and the phone hit the treadmill belt and flew backward, landing on the floor behind me. That has happened twice, the phone survived but no more wired headphones for me.
Mistake #5. Succumbing to the fear
Perhaps this doesn't apply to everyone, but I lacked a bit in confidence when I started in the gym, particularly around the free weights area, which is where you'll find most of the more muscular guys. I dare say that on occasion, I avoided doing some free weight exercises because there were too many of those dudes, and I felt a bit intimidated. Instead, I scuttled off to a machine in the corner.
As someone who's been going to the gym for many years, I now look at newcomers and think 'good for you, well done for starting, keep with it.' And I guarantee, that's what those guys that I felt intimidated by were thinking about me. Fit and healthy people look good because they've stuck with their journey and know the value of going to the gym, and they want you to do well too.
Mistake #6. Neglecting your legs and 'the big three.'
I realize this has been mentioned elsewhere, but it's essential to get into good habits early. We've all seen those people who've been working out for a while on their upper body, but their natural physique is given away by their skinny/slender bottom half. It's not the only appearance, but you'll also miss out on burning a lot of calories by not exercising the larger muscles in your legs.
Squats and deadlifts are two of the three 'big-lifts,' so you're missing out on some crucially important exercise. I recommend doing a bit of reading up on this to give some context. I won't provide a link because there's so much published on the web, search "big three lifts."
I hope that helps. Best of luck with your gym journey!