I mean depends on what you mean by playing “wrong”. If you mean non-optimal, then of course, because almost no one is. If you survive each encounter with at least one alive, then you’re not going game over though, and it’s trivial to resurrect the rest of your characters, just need some money. Perfectly fine way to play the game.
If you want some general tips on how to play fights better:
Always always always focus the target that has the worst damage/survivability ratio first, and only that. Enemy wizards. Or ranged enemies. Or small, fast critters. Each enemy does its full damage no matter what its hp is. 10 half-HP enemies are much worse for you than 5 full-HP ones and 5 dead ones. That said, still use your AOE spells with your wizards etc, but then immediately target only one of those damaged ones to go down first.
Each combat participant has a threat radius around it, which is the radius in which they can deal damage to something. If the threat radius of 4 enemies overlaps on one of your characters, that character is in big trouble. But in turn, if the threat radius of 4 of your characters overlaps on one enemy that enemy is in huge trouble. So, always create situations in which all your characters can do damage to an enemy, but they can’t do the same to you. For example, positioning your ranged characters on a cliff could make them immune to a bunch of melee enemies and deliberately not running your melees in, waiting for the enenies to come to you and using (sub-optimal compared to melee) range attacks on your melees until then.
Use healing word and throwing of potions to pick up downed characters. Don’t heal before they go down, it’s mostly not worth it. If your bonus action is not used, keep drinking healing potions with it in hard fights. If you can, spread around the damage on your characters, like I just said, 4 half-HP characters are damage-wise exactly as strong as 4 full-HP ones, but 2 full-HP and 2 downed ones are much much worse.
Use your long rest abilities, like spell slots, liberally. There’s enough resources laying around to rest often.