I. Thinking that Red Mages suck because they can't learn the highest level spells, or thinking Black Belts suck because they don't use weapons.
II. Thinking it's fun. It's not. Play it anyways.
III. Playing it. It's actually a fun game, but holy shit, don't play this as a newbie. You will die. A lot.
IV. Investing too much in any party member other than Cecil.
V. Not getting Mimic.
VI. Not waiting.
VII. Not using Aerith when you can. Not getting Tifa's panties Limit Break upgrade. Liking Cait Sith. Just kidding. No one likes Cait Sith.
VIII. Leveling up. Not playing Childrens Card Games to save the world.
IX. Not playing it. Not using the crappier weapons until you gain all the abilities from them. Not stealing.
X. Going into other people's sphere grids. Using Wakka. Thinking Khimari is good (I love the guy, but seriously, he's constantly outclassed by everyone). Thinking the laughing scene was serious or a case of bad VA.
XI. Trying to play solo.
XII. Using Vaan or Penelo. Thinking Vaan is the main character. Rushing everyone to the closest gambit/summon. Wondering why your MP is at 0 because read the accessories.
XIII. Hating Hope. Using any party setup but LFH. Using Fang as your leader. I like her, but playing as the Defender is a bad choice.
XIV. "Turn on Shield Oath." "Turn off Cleric Stance." "Stop using B4B." "Get behind the rocks, dammit! No, forget Garuda. Kill the plumes! No, dammit, BEHIND the ro- the FUCKING PLUMES! It's fine. I didn't want to beat this Primal tonight anyways."
XV. "Yes, they look like a boy band. Yes, they're in the wilds. It's a fantasy based on reality. No... no, it's not Cidney, it's Cindey... Because fuck us, that's why."
BONUS!
Mystic Quest. Caring.
Tactics. Caring. :'(
Tactics Advance. Not using the Bangaas. They're badass. Use them.
TA2. Not getting mats. Thinking it's as good as the previous two.
Dissidia. "Haha, you thought Ex-death sucked. That's cute."
Duodecium. "Yeah, he's still going to kick your ass."
Vagrant Story. Not watching durability. Not stop and resting. Not knowing it's part of Final Fantasy.
X-2. Not getting all the dress spheres. Also, knowing Rikku is legal now, so you don't have to be so ashamed.
XII RW. Not knowing it's an RTS with a leveling mechanic, so you can just grind and zerg rush. Also, actually, it's kinda fun. Plus, you get to play as a Bangaa!
XIII-2. Not knowing it's better than XIII, so they play it. Also, asking why no one is questioning the fact that Snow's fiance is running around in a new skimpy outfit with a guy who isn't her fiance. It won't be answered. Getting all the DLC.
Lightning Returns. Not playing on easy. Doesn't matter though, you'll probably still die.
Dirge of Cerberus. Not playing Devil May Cry instead.
Crisis Core. Saving those bullet proof vests. They won't do you any good. :'(
Theater Rhythm. Not having any actual rhythm, or maybe that's just me.
Curtain Call. Same but more.
Type-0. Thinking you have to play XIII to understand it. Not realizing that yes, that Chocobo is dying. Expecting this game to be happy go lucky. Not realizing that Square-Enix doesn't like school environments. Just ask VIII. Oh also, not staying away from those behemoths. They kill you.
All the Bravest. Every spending a single penny on this crap. No, seriously. There's a reason it's considered the shittiest game of its year and one of the worst mobile games ever made.
I think that's all of them. Let me know if I missed any or if I should do Kingdom Hearts as well.