What mistake has he already made when the story begins?

THe man didn't think the cold was enough for him to postpone his trek. He did not consider the frailty of the human body,

"It did not lead him to meditate upon his frailty as a creature of temperature, and upon man's frailty in general, able only to live within certain narrow limits of heat and cold; and from there on it did not lead him to the conjectural field of immortality and man's place in the universe."