This is Daniel Dennett quoting William James in Intuition Pumps:
He who says “Better go without belief forever than believe a lie!” merely shows his own preponderant private horror of becoming a dupe … It is like a general informing his soldiers that it is better to keep out of battle forever than to risk a single wound. Not so are victories either over enemies or over nature gained. Our errors are surely not such awfully solemn things. In a world where we are so certain to incur them in spite of all our caution, a certain lightness of heart seems healthier than this excessive nervousness on their behalf.
William James: The Will to Believe
This is Dennett himself on the topic of mistakes:
I am amazed at how many really smart people don’t understand that you can make big mistakes in public and emerge none the worse for it. I know distinguished researchers who will go to preposterous lengths to avoid having to acknowledge that they were wrong about something. They have never noticed, apparently, that the earth does not swallow people up when they say, “Oops, you’re right. I guess I made a mistake.” Actually, people love it when someone admits to making a mistake […] Of course, in general, people do not enjoy correcting the stupid mistakes of others. You have to have something worth correcting, something original to be right or wrong about […] The chief trick to making good mistakes is not to hide them – especially not from yourself. Instead of turning away in denial when you make a mistake, you should become a connoisseur of your own mistakes, turning them over in your mind as if they were works of art, which in a way they are. The fundamental reaction to any mistake ought to be this: “Well, I won’t do that again!”
The tone is different, but the message is the same in Teddy Roosevelt’s The Man in the Arena.
Nehaveigur 