Both sentences are correct and make sense. However, in both cases you're switching from "past tense" [It was my mistake] to "simple present?" [to ask]/[to follow] If your meaning is that you A) made a mistake, and that mistake is that you should B) NEVER do; then this is correct. If your meaning is that you A) made a mistake, and that mistake is that you should B) have NOT done that ONE TIME IN THE PAST, then I would use this instead: 1. It was my mistake, to have asked for your book. 2. It was my mistake, to have followed the procedure. Using past tense in both parts of the sentence keeps the meaning entirely in the past. It does not suggest that you should or should not do the thing in the future, it simply does not talk about the future; where as your examples suggest the thing should never be done. Note, I said 'suggest', since its really subtle. If you really do mean A) I did something, that should B) never be done, and you want to say that explicitly, you could use: 1. It was my mistake; I should never have asked for your book. or, I should never ask for your book. 2. It was my mistake; I should never have followed that procedure. or, I should never follow that procedure.

You're technically correct. Now, if I was saying that it was generally wrong to have followed a procedure, I'd say "It was a mistake to follow that procedure." Using "my" instead of "a", as you do in your question, implies that you are making an apology. Using "your" or "his/her" instead of "my", where you're talking to someone else or about someone else, generally implies that person as guilty; it would be a type of accusation.