If you are playing with other people, they will keep going, so you need to learn to pick up again at a suitable place, rather than feel you have to go back over the bit where you made a mistake or stop until the end of the tune.
And if you are playing on your own, practising at home, then you can sop and go back to the bit that caused the problem: play it several times through slowly before you build it back up to speed.
If you are out there playing solo in public, well, some mistakes you can get away with so long as you don't look flustered and smile your way through or make a joke about it. We've all done it at some time or other!
Being able to take up or resume in the middle of a tune is a skill in itself, and comes with knowing the tune really well: I was once in a workshop where the tutor seemed incapable of doing this, so each time she taught us a new phrase of the tune, she had to go right back to the beginning