If it is a non-sticky error, you can continue. An example of a non-sticky error is for example trying to use cudaMalloc to allocate too much memory. If it is a sticky error you cannot continue. An example of a sticky error is an error that occurs during execution of CUDA device code, such as dereferencing a null pointer in device code.
You can learn more about it in section 12 of this online training course and of course there are numerous questions about it, here is one.