There's a few meanings for each expression, but generally here's what they mean: "my mind is blown" means you are surprised, that something really awesome or unbelievable happened. "I lost my mind" could also mean the same thing (i.e. you could say that in response to something unbelievable happening), but more commonly means that you went crazy or were angry.

My mind is blown - shocked, surprised I lost my mind - crazy, stressed

..

edit: oops meant to add an answer