I had something similar happen to me. I was heading to either Azura's Shrine, or the cave where the White Phial quest is, and Clairvoyance was being annoying again. It looped me around a bit, then pointed to the bridge into Windhelm before curving off to the side. I rode my horse (the first one I had bought) up there, and thought "is there a ledge or path there?" Then everything seemed to go into slow motion. My horse started to tilt over the edge, and I was saying "no, no, no!" as I try to back up. Too late. I survived the fall, but not my horse.

My worst had to be when I hit Ralof with my fury spell in the first room in Helgen. I didn't realize why he was attacking me right away, so I drew my weapon and resheathed it. Still nothing, so in the panic, I realize what I did and frantically run to the imperial captain to get the key. But just as I am opening the gate to run away, Ralof chopped me down.

Not knowing that lydia would leap in front of my bow as I fired was my biggest blunder. Should have known that my protector would protect everything, even with her life...