My very first gun, my first or second range trip... squib load with factory ammo.
I had been told never to try to fix a squib yourself, and always send it back to a gunsmith or the manufacturer. I was new to the scene, so I had no idea where to go or how long / costly to expect. Eventually I talked to my father-in-law (an avid gun collector) and was advised to pound it out with a brass rod. No ill effects to this day.
I've made several range trips and forgot to bring the correct mags or ammo, but luckily I usually still have something to practice with.
I spent far too many shots trying to zero in my first scope. I would shoot, notice the point of impact, adjust a couple of clicks, shoot again, and notice the impact was further from POI than the previous one. It took me almost a box of ammo to figure out I had the scope mounted with the windage turret on top, and the elevation turret facing the right side rather than windage on the left and elevation on top. That was a face palm moment.
I had a spent steel-cased 308 lock up my Ruger GSR. The bolt wouldn't budge at all, even after whacking on the bolt handle with a rubber mallet. I tried letting it cool, tried tapping on it in several places, tried getting some extra lube on it, all to no avail. Finally I ruined a rifle cleaning rod knocking it loose. I still have no idea what happened; the case looked fine - no burrs, no pressure bulges, etc. It must have expanded in some weird way.
I picked up a cheap, sporterized M1917 with a tiny pin-hole target sight on the rear. Not be used to target sights, I got really close to it for the first shot. The mount for the sight whacked me on the bridge of my nose. Ow.
I decided to start reloading to save money. I cranked out about 100 rounds of 45 ACP after making a bunch of adjustments. Apparently I either forgot to do a barrel plunk test / measure OAL, or the seating die didn't hold my adjustment. None of the cartridges would feed in the 1911 I brought - the lead bullets were engaging the rifling and leaving the gun out of battery. Worst of all, after trying a few to see if it was a fluke, one engaged enough of the rifling to completely lock the gun up. I couldn't rack the slide by hand, couldn't rack the slide against a block of wood, etc. And, even though it was out of battery, it was still loaded with a live round, so I didn't want to transport it like that. I eventually managed to softly pound on the frame with my hand while holding the slide on a block of wood and pop the round out. It actually unseated the bullet from the case, poured powder all over the inside of my 1911, and still required me to knock the bullet out with a rod. On top of all that, I didn't bring any other ammo with me. Ugh.
I do everything I can to be safe and well prepared, but a rubber mallet and sacrificial brass rods are now a staple in my range bag.