Stopping paint and air at the same time. This may not qualify for number one, but it is by far the most common mistake airbrush artists make...ever! It is also one of the most difficult habits to break. It is actually more common among more experienced airbrush artists, especially if they are self-taught.
If you cut off the air and the paint simultaneously, wet paint will remain on the needle just waiting for you to engage the air again, and when you do.... guess where that paint will go? All over your artwork, making your day less than optimal.
The solution: try to keep the air going, even when the paint is not flowing. It's normal to want to stop the paint and air at the same time, because who wants to waste air? However, leaving wet paint on the needle will eventually wreck your painting, so its best to get into the habit if keeping the air on after you stop the flow of paint, even if it is just for a millisecond. This will ensure that your needle stays cleaner, and you will experience less tip dry. ;-)