Most players and many coaches focus entirely on what you should do technically, strategically, and mentally during the point. There are many things a player can do in between points that can make the difference in the match.
First, assess what just happened on the last point. Focus on the process rather than the outcome and figure out if you played the point the way you wanted to, or determine if you need to adjust things. Often, a simple reminder like watching the ball all the way from your opponent's racquet to yours, is all you need to improve on what just happened.
Sometimes it is more strategical, such as trying to hit more balls to the opponent's weaker side or using your strength to get control of the point. The time between points, games and at the end of a set, allows you to take a closer look at things and either continue to do what has been successful, or make a small change or adjustment to get back on track.
Getting rid of your emotional feelings prior to the start of the next point is also very important. This allows your body to execute all of the things you have practiced without interference from the normal ups and downs that you encounter during a match.
Remember to emphasize positive thoughts and play the next point the best that you can. Keep repeating the process even in between points!