The big, most common no-no is probably the one involving using a multiple as a mixer. This won't work; it has the same effect as output-to-output patching. Multiples are always 1-in, many-out devices. To combine signals, you have to use a mixer, adder, OR combiner, etc depending on which signal is in play and/or what you want to do with the combination.
And while it's true that most modules these days have reverse signal protection on their outputs, you should always assume that they don't, and never patch an output to an output except in the few, ultra-rare cases where a manufacturer says there's a function that you can access by doing so. The reverse is fine, though...patching an input to an input is not only safe, it's what happens in a multiple.
A third patching mistake would be trying to patch a line-level (or worse, instrument-level) signal directly into a patch. This won't work well in varying degrees; external signals MUST be preamplified before they can be part of a modular synth patch. As for patching your output directly to a line input on a mixer, effects unit, amp, etc...this can be problematic if the input you're patching to isn't capable of handling the signal levels typical in a modular synth, which can range at peak from between 5 to 10 volts peak-to-peak. Some can deal with it, some can't, so it's best to have an output module of some sort, or even just an attenuator at the end of the patch to lower the level so that everything outside the synth is happy.
Patch mistake #4 involves patching one synth to another if they're not running on the same ground. This isn't as problematic for synths that run on DC via an external "wall-wart" or "brick" supply, but is very much a concern if the synth has an internal power supply on which the synth's groundplane is connected to the AC ground. If these sorts of synths aren't fed from the same AC outlets with the same grounding circuit, you run a very real risk of ground loops, which cause lots of hum and noise in audio paths and ripple currents in CV/modulation ones. The real and permanent fix to this, of course, is to star-ground everything in your studio to a single grounding point, usually on your mixer or A/D interface, but if you don't have that luxury, then making sure everything you're patching between is on a single AC circuit should work fine.