When you're in the beta version of our web app, there is water marking at font size 48 that floods the background with "beta". One day, one of our users did all of her work in beta, when asked about it, she said she didn't realize it was beta.

First lesson of UI design: users don't read.

I once had a note before registration in font size 72 with a JS timer disabling the button for 10 seconds before you're able to proceed because I wanted to enforce a rule regarding usernames and I still got the occasional wrong username... People REALLY don't read....