Since I've never made a mistake, I really can't help.
OK, seriously - I think it depends on the context of how the coach reacts. If you make a call and the coach immediately has a demonstrative reaction and it's a coach that has been relatively straight forward in the past, you probably should take pause and ask yourself if you may have erred. If so, and you have time to correct the call, you should consider doing so. If this is what happens, you probably won't have to say anything to the coach.
However, if you realize you made a mistake after it's too late to change anything and the mistake was on a rules interpretation, not a judgment call, you might want to say to the coach something like, "I know, I know, we can discuss it later". Then do so at the next break.
Also, if your realization of the mistake happens quickly, whether the coach complains or not, confer with your partner. It's much easier to explain that he or she had a better angle to see the play and because of that you're changing your initial call than to say you blew it.
Remember, judgment is always subjective and your ability to call the game properly will come with experience.