That have happened many times to me. But I will only describe the two times that came first to my mind.
1) In Wolfenstein (2009) I was playing the game with the technique I used in previous games of the series (Wolfenstein 3D,Return to Castle Wolfenstein),which was to not use some powerful guns I'd find in regular circumstances,but only use them at the "HARD" parts of the game.In previous games of the series,you have to keep any ammo you find for big guns like the rocket launcher for very special parts of the games,where if you don't have enough ammo of said weapon you most likely can't pass that situation (mostly big bosses)and advance.But Wolfenstein 2009 broke the tradition of the series and didn't had "hard" parts like its predecessors at all.
I ended up finishing the game without ever using some of the coolest guns this game had,just because the hard moments I'd expected from it never came.It was a very easy game lacking challenge.
2)In all S.T.A.L.K.E.R. games I played,I tend to wrongly use a technique that works in about 90% of most FPSs,but not on these. Usually in FPSs the A.I. is stupid enough so many enemies when they see you start walking straight to you.So when in a room or open area there are too many that can shoot me from many angles,I let them see me and then move back to a shorter area where I wait for them to line up one by one in front of my gun. But it just doesn't work in S.T.A.L.K.E.R.
In that game when the enemies are inside a room and spot you,they almost never walk out of it,but they actually take better cover instead,making the technique that works in most FPSs useless.