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Questions designed to generate a "big list" of certain results, examples, conjectures, etc. via many individual answers, each contributing one or a few instances. Such a question should typically be in Community Wiki mode (CW); after asking, please, flag for moderators attention requesting the question to be made CW.

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Popular mistakes in probability

$\DeclareMathOperator\Var{Var}\DeclareMathOperator\Bern{Bern}\DeclareMathOperator\Pois{Pois}$Question: What not-trivial mistakes do students often make when solving problems in probability theory, mat …