The acclaimed Canadian pianist and conductor Gregory Oh knows all about classical music’s quest for perfection. But in that pursuit of excellence, he thinks something else can be lost. Now, Gregory is embracing his own mistakes with his new one-man show, “Lessons in Failure,” which is part recital, part tell-all confessional. He sits down with guest host Talia Schlanger to discuss the show, the failures that have defined his career, and his hopes for classical music.