Error handling ClientContext CSOM SharePoint Online

You can follow the normal pattern

try {
    ...
}
catch (Exception) {
    //Get error code and act
}
finally {
    ...
}

Here is a nice blog which explains

1. Problem with this try/catch/finally approach
2. How to use ExceptionHandlingScope?
3. Comparison

For server side exception handling in SharePoint 2010 and onwards you can use an ExceptionHandlingScope to provide server side fallback behaviour.

MSDN has a guide on how to use it which can be found here: https://msdn.microsoft.com/en-us/library/office/ee534976(v=office.14).aspx

To summarize:

• Instantiate an ExceptionHandlingScope object, and within a using scope of it's StartScope method
  • Place your CSOM query within a using scope of StartTry
  • Place your exception handling code within a using scope of StartCatch
  • Place your finalize handling code within a using scope of StartFinally
• Finally, after the StartScope using scope, call ExecuteQuery

e.g.

ClientContext clientContext = new ClientContext("http://MyServer/sites/MySiteCollection");            
ExceptionHandlingScope scope = new ExceptionHandlingScope(clientContext);            
using (scope.StartScope())
{
  using (scope.StartTry())
  {
    // CSOM query code which may fail here
  }
  using (scope.StartCatch())
  {                    
    // CSOM fallback code here          
  }
  using (scope.StartFinally())
  {                    
    // CSOM finally code here                           
  }
}
clientContext.ExecuteQuery();