In go, I don't think of mistakes as costing me stones; I think of them as costing me chunks of territory. A mistake that puts you one stone behind can turn a large group of stones from alive to dead.

A strong group of stones can't move across the board like pieces can in chess, so winning is localized in go. Winning one corner of the board doesn't have a huge effect elsewhere on the board; losing a rook in chess has a huge effect everywhere.