Error of confusing cause and effect. Nietzsche states that this is the greatest error one can make in describing how things exist. He gives multiple examples of people deducing that because they are experiencing one thing that it must be the cause of something previous, when in reality it most probably the other way around (i.e. Carnaro promotes his skimpy diet as the cause of his long life, when in reality it was the prerequisites for his long life that actually created such an affinity towards that skimpy diet). This goes as well for morality, in that people usually think that virtue leads to happiness when in actuality a happy life is one that creates virtue. It doesn't make sense to follow something that is supposed to make you happy just to be happy, so instead we should find happiness (through one's own instinct) and then find that which makes it virtuous.
Error of a false causality. This one, I admit, I didn't really understand. It has to deal with the will, "I", and how we assume an internal motive to our actions. This may probably deal more with the fact that we should not deny our instincts and that by trying to explain our actions by "motives" we superimpose a false cause.
Error of imaginary causes. Nietzsche states that when we feel something that we don't quite understand "we want to have a reason for feeling that we're in such and such a state - a bad state or a good state (33)". We aren't happy with the fact that it simply "is" and push further to try and explain it in more detail. He says that psychologically, the unfamiliar brings with it a sense of danger, unrest , and care so that our first instinct is to remove these painful conditions from within us. Therefore, we begin to value that "Some explanation is better than none", even if it really doesn't make any senses (we are dumb and scared and would rather feel safe than accept the strange...). He goes on to state how religion, and primarily the Christian God obviously arose because of this. Consequently, we begin to think more of this assumption of the imaginary cause and it begins to affect us as if it were real.
Error of free will. This is another attack on religion (punishment and ruling) and a little bit on the legal system (as a way of finding people guilty). He states that there is no free will (only instincts (?)) and that it was only created as a notion to make us feel as if we are always responsible.
This all means that human beings simply are and no one makes them the way they are, or "should be"(not God, not our parents or ancestors, not even we know). We are thrown into this world and must figure out who we are, not be told we are to be the effect of some random cause. We pretty much need to stop denying what we are and begin to think for ourselves and be ourselves.