I believe everyone has at least one moment like that in Skyrim, be it in combat or just questing or just something about whole concept, when you did something so silly, you felt so dumb.

Here is mine;

I made my RPing toon, Lynn Lorinue, adventurer, huntress, blahblah, all that so not overused stereotypes about advenutrers.
She hates the Empire and Imperial guards, from the very begining, for them being so dumb and nearly executing her for no reason. She is still wearing Stormcloak curasis often, from that fallen Stormcloak guard. But, she isn't really some FOR THE SKYRIM material, she likes Stormcloaks and hates the Empire, but she doesn't take no sides, altho she often hangs around in Windhelm.
So basicly it all started when first guard in Dragonsreach refered to me as "Imperial". First thing that came to my mind was; "Oh God, I am using Imperial sword, they must think I am part of Imperial guards!" I quickly replaced it with simple steel sword and continued.
Later on, guards in Windhelm again refered to me as "Imperial" and I realized I have Imperial bow. I was so mad, I NPCed it, bought Orcish one and continued, this time sure nothing will make them call me Imperial!
And then it happened again, those damn Riften guards calling me Imperial. I was really mad... I pressed pause and nearly decided to delete my toon, believing I did something wrong at the begining and that everyone thinks I support the Empire now!
And then I realized my race is; Imperial...

What about you guys?

I have two, it took a few months to realize that I can mine Ore by hitting it with the pick axe, plus just like 3 weeks ago I only just now realized there is a hidden chest in Bleak Falls Burrow, in the end of the hallway before the room with the giant spider. Felt especially stupid about the second one, there is also a skeleton on the floor near it that I never noticed either.