Succulent leaves on most succulent plants naturally dry up as the plant matures.
So, no, you are not necessarily doing something wrong if the bottom leaves on your succulent tend to dry up and fall off. It's part of succulent's natural growth cycle to lose their bottom leaves. This is especially true for Echeveria, Aloe, Haworthia, and Agave, but occurs in most succulents as they grow.
To ensure that your succulent is not losing an abnormal amount of leaves, make sure that you are watering sufficiently. The best rule of thumb is to water when the soil gets dry to the touch.
For additional tips on succulent care, see our blog post 'How to care for your succulents'.