Walter Montego:I don't know for sure where only one of them can be used.  But I can give you several examples from my dictionaries so that you can see if in all cases they can be interchangeably used:

This isn't my bill.  There must be a mistake.
I made a mistake about Julie.  She's nice, really.
It was a big mistake to send her to boarding-school.
A week after the wedding she realized she had made a terrible mistake.
Make no mistakes, we're facing a major financial crisis.

The accident was the result of pilot error.
Rising costs have left us very little margin of error.