"Some real numbers are not definable, by Cantor's diagonal argument."
There are subtleties involved in formalizing the statment "some real numbers are not definable", as explained in Joel's answer to this question. The statement can be seen to hold in some models and fail in other models. However, the claim that the statement follows from Cantor's diagonal argument is clearly false, yet seems to be fairly common.
The false reasoning typically proceeds in three steps:
There are only countably many definitions of real numbers: $\varphi_0(x),\varphi_1(x),\ldots$ (this part is ok.)
Consider the countably many real numbers so defined: $x_0,x_1,\ldots$ (this part is problematic for subtle reasons.)
Use Cantor's diagonal argument to obtain a real number $y$ that is not in the sequence from step 2, and is therefore not definable.
For the moment, let us assume that step 2 succeeds in the way that one might naively think it would. Then we have defined a sequence $x_0,x_1,\ldots$ containing all definable real numbers. Therefore Cantor's diagonal argument in step 3 defines, from this sequence, a real number $y$ that is not in the sequence. So $y$ is both definable and not definable, and we obtain a contradiction outright! Clearly, something is wrong (and it turns out to be in step 2.)