There are certainly ineffective and unintended ways to play games but there are very few I'd consider "wrong." Or at least if you are doing it "wrong" then I'd assume you can't progress very far at all. However this is really an issue of semantics, I may not consider a certain type of gameplay "wrong" but others are using the term for the same behavior.
There are many games that can be played in an unintended manner and they're far less fun for it, but sometimes there are games that can be played in an unintended manner for an extra challenge or thrill. And sometimes what is perceived as unintended may not be - when my son was only a few years old I played Morrowind with him using a stealth/illusionist/charmer character to avoid combat (although I'll note we used Morrowind to teach him not to hit, take that gaming causes violence people!). Anyway this character would go in to daedric shrines and bandit caves and use a combination of magic, speechcraft, and bribes to get everyone on his side - and it turned out that many of these NPCs had merchant and training functions.
There are many games that can be played in an unintended manner and they're far less fun for it, but sometimes there are games that can be played in an unintended manner for an extra challenge or thrill. And sometimes what is perceived as unintended may not be - when my son was only a few years old I played Morrowind with him using a stealth/illusionist/charmer character to avoid combat (although I'll note we used Morrowind to teach him not to hit, take that gaming causes violence people!). Anyway this character would go in to daedric shrines and bandit caves and use a combination of magic, speechcraft, and bribes to get everyone on his side - and it turned out that many of these NPCs had merchant and training functions.