I don't worry about mistakes. I am not concerned with mistakes. I am not worried about making mistakes.

I'll try to explain this... "I don't hesitate to make a mistake" means you are eager to make mistakes on purpose. "I don't worry about MAKING a mistake." You worry about things, not actions. "To make..." is an action. "Making a mistake" functions as a thing. The meaning of the sentence is that you think you will never make a mistake. If mistakes don't worry you, then Eliot has given you the proper suggestions.

Hi, you can also say: I don't hesitate if I make a mistake or I don't worry about making a mistake