There's an interesting analysis of "error" in the text that goes beyond the action of the play. Shakespeare conveys what went wrong with how Cassius perceived the intelligence of how the battle was unfolding. Before his suicide, Cassius sends his servant Pindarus to observe Titinius; Pindarus reports what he sees -- that cavalry have crowded around Titinius, and pulled him from his horse. What Cassius interprets is that his friend has been overrun by the opposing army and has been killed. In reality, it was his own side celebrating Titinius' arrival, having survived combat in his section of the battle. Several passages later, Titinius addresses the dead Cassius, saying "Thou hast misconstrued everything."
And indeed he has. When Cassius bids Pindarus to describe the battle, he says:
Come downe, behold no more:
O Coward that I am, to liue so long,
To see my best Friend tane before my face
So Cassius errs in interpreting the events Pindarus reports, thinks his friend is dead, and so commits suicide. What Messala then comments on in general is how melancholy thoughts give rise to errors in perception. In seeing the worst and interpreting it to be true, tragedy results, as one always acts on what one perceives to be true. "Apt thoughts of men" is a reference to perception and thinking, "Things that are not" is a reference to falsehoods. Shakespeare makes a metaphor of offspring, conception, birth, and death -- What used to be called "Melancholia," or what we would call depression or negative thinking, creates negative thoughts ("errors") that create negative perceptions, that acted upon, cause destruction.
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