This is an easy one, but one I've found useful in the past to keep in mind, and which I've passed on to many younger students who are new to homological algebra. These students sometimes struggle with the idea of a non-free projective module because if you're new to modules and you still think of them via analogy to vector spaces then it's natural to think direct summands of free modules should be free.
A nice counter-example to keep in mind is the ring $\mathbb{Z}/6\mathbb{Z}$ and the projective but not free module $\mathbb{Z}/3\mathbb{Z}$ (projective because $\mathbb{Z}/6\mathbb{Z} \cong \mathbb{Z}/3\mathbb{Z} \oplus \mathbb{Z}/2\mathbb{Z}$)
