How to handle the fact that the advisor is disappointed? I am a first year master student and I am working as a student research assistant with one of my professors. He is nice and very competent. Moreover, I am supervised by a Post-Doc. A few months ago they asked me to do some things related to my work since what I had done was not completely correct. I was upset but went over it since it was the very beginning and what I am doing is completely new to me. Today I had another meeting with them and it seems to me that I disappointed them again since I have to start over again (more or less) and the professor asked the Post-Doc to supervise me more during this phase of the project.

Have you ever been in such a situation? Being wrong in more than one occasion even if the advisor asked you to do something (somehow guided you)?
This is part of the process. You will continue to make mistakes. It's likely that all your supervisors made similar mistakes when they were first learning and they likely will continue to make mistakes. Starting over from the beginning isn't ideal in terms of completing research or publishing papers, but it's often necessary, especially if you wish to learn from your mistakes instead of continuing to make the same errors.

I think I spent the entire duration of my master's studies making mistakes. Some of these were errors in estimating how much time an approach would take. Others were misjudgments of expected results. Most of my mistakes, however, were about what people expected from my research. I thought I needed to single-handedly provide enough solid results for a Nature paper. I was clearly incorrect.

I would encourage you, then, to discuss with your advisor what their expectations of your research are. You both should expect to make mistakes along the way.