Normally Mesa (and OpenGL) records but does not notify the user of errors. It is up to the application to call glGetError to check for errors. Mesa supports an environment variable, MESA_DEBUG, to help with debugging. If MESA_DEBUG is defined, a message will be printed to stdout whenever an error occurs.
glGetError
More extensive error checking is done when Mesa is compiled with the DEBUG symbol defined. You'll have to edit the Make-config file and add -DDEBUG to the CFLAGS line for your system configuration. You may also want to replace any optimization flags with the -g flag so you can use your debugger. After you've edited Make-config type 'make clean' before recompiling.
In your debugger you can set a breakpoint in _mesa_error() to trap Mesa errors.
There is a display list printing/debugging facility. See the end of src/dlist.c for details.