My weirdest failure happened shortly after I started commuting. Switched from my commuter-ized MTB to my dad's old road bike (nothing fancy, but it at least felt faster, and seemed to fit me well). The FIRST day I had it out on the road, the danged pedal flew off the shaft. I was, to say the least, confused. Even more so, I was angry, because it was in the middle of climbing the "big" hill.

To add to the frustration, I caught a ride from my brother to the bike shop. I bought pedals, and got back. He was nice enough to also remember (sort of) the wrenches so I could swap pedals. That is when I learned that pedals come in two sizes, and of course I bought the wrong one.

That bike has since been retired for a number of reasons.