Thank you for suggestions but I was not able to create overviews. I got error 999999.
Unexpectedly I met Mr Pittman and we discussed this issue. He suggested to check the statistics and he was right.
The solution in this case was to recalculate statistics even though they should be calculated, from advanced option, during adding data to mosaic dataset.
It is worth to mention that it must be done from arc toolbox because when I was trying to build statistics in raster properties it looked as created but was not applied.