My rookie mistakes:
1. Not doing load workup (also not really knowing how to do it...). I would look at the min and max charges, split the difference, and start loading a bunch of rounds. Now several years later as I find all those loaded rounds in my ammo fort, I am spending a lot of time tearing those rounds down so I can work up an actual good load.
2. Document everything as others have said. Nothing more frustrating than finding a couple hundred loaded rounds and having to guess what powder and bullet you used. Luckily I only used 2 or 3 powders back in the day so that is easy to identify, but the bullets are a little more of a PITA. Have 100 rounds sitting on my bench now that need to be broken down.
3. Get a headspace comparator so you can actually set your dies correctly.
4. Save your test targets and label them with the load info. I only recently started doing this, and it has been an invaluable reference tool.
5. I have recently been going through my reloading stash (and my ammo fort), selling off the extra stuff that I have no plans to shoot. For example, I don't have the time (or money) to work up 55g, 62g, 68g, 69g, 75g, and 77g loads for my 223 rifle. So I decided to stick with 55g for plinking and 75g for target shooting. Sold the rest and put the money towards buying only those components that I would actually shoot. YMMV, but simple is better when you are starting out. Pick 1 or 2 loads that are known good ones, get those components, work them up, and then if you feel the need to experiment go nuts. But at least you have a stockpile of known good components to fall back on.
6. At least starting out, look at your local gun stores and see what components are regularly in stock. Don't decide that you just have to reload an obscure round with an obscure powder because you saw that veteran reloaders on the internet were doing it. You'll go nuts trying to source the stuff and it will be super expensive. No need to get fancy when you are starting out. Learn with something like the classic load for 223 (25g H335 under a 55g FMJ) that's relatively easy to find, and then expand from there.
7. Build a quality reloading bench. You cannot reinforce the benchtop too much, nor have too much storage space. Give yourself plenty of room to keep your crap organized and spread your tools out so you don't accidentally knock a can of powder on the floor.
8. Ask questions about everything! There is a wealth of information here and on other forums, and despite a few grumpy dickheads most are more than happy to help out a newbie.
9. A good chronograph (I personally use the magnetospeed sporter) is nice to have. I only just got one recently, and I'm wishing I had it a lot sooner.
10. Don't try to start reloading for every caliber you own right away. Pick the one or two calibers you shoot the most (or can readily find components for) and start there. Don't get too hung up on buying every tool you see mentioned here (neck turning equipment, lab quality scales, etc.). Start with quality basic equipment and add from there as you identify a need. Likewise, don't cheap out on your basic equipment either, because you will just realize that you need to replace it soon.
11. Full-length size your brass. Check COAL every time and trim as needed. Don't forget the lube. Clean your dies regularly. A sharp cutting head makes a huge difference when trimming (versus an old duller head). Calibrate your scale every time you use it. Clean your powder dispenser after every use to get all the old powder out. Buy loading trays for each caliber you reload.
12. Keep your expectations realistic. Reloads typically shoot better than factory because they are tuned to your rifle. But don't expect 1/2 MOA accuracy out of an AR15 with a standard carbine barrel, red dot optic, shooting 55g FMJ loads. Not gonna happen, especially if you as the shooter aren't capable of shooting 1/2 MOA consistently. You'll just waste components chasing match grade accuracy with plinker grade components and rifles.
13. If you are reloading for accuracy (as opposed to plinking ammo), pick one brass headstamp and stick with that. I settled on Hornady for 6.5 grendel (not necessarily because it's the best, but I had a lot of it already and its relatively inexpensive) and LC for my 308 bolt gun. Sold off the several hundred random headstamped pieces of brass because I had zero desire to sort my weight and case capacity. Consistency is key, and you want to narrow down the variables that you have to account for as much as possible.