I just started playing again recently after a relatively long break, and I've encountered a fair few face palm moments getting used to things again. A sample:
Human caravan shows up, starts unloading their goods, everything's just fine, then suddenly a wagon that's still outside scuttles for some reason and all remaining traders run for their lives. I'm quite confused, but after scouring the map for what could possibly cause this, I turn up empty handed. I assume it's a random bug and decide to just give all my crap to the dwarven caravan. Autumn comes, they show up, start unloading, then the same thing happens. A wagon scuttles, they all flee. Now I'm highly annoyed as the only caravan I got that year was the elves and all they had was crap, and now I'm going to be stuck with two years worth of discarded clothing cluttering up my stockpiles. Not to mention the scuttled wagons were full of nothing but useless garbage. I start googling to see if I can find a solution. The closest I can find to my situation is a report of that happening when they encounter sentient body parts. Well, I tend to keep things pretty clean and I'm fairly certain I would have noticed if I had random bits of people cluttering my front lawn. I scour the place again and find nothing. Finally I decide to go through the body parts list in the stock menu to see if I can find anything, and lo and behold there are about a half dozen body parts... in the trees. Apparently that wereelephant who came along fairly early in my game and beat a bunch of my dwarves to death with a pig tail sock had also ripped off random limbs and chucked them into nearby trees without my knowing about it. I cut them down and got rid of the body parts and merchants have been fine since, including the time I had just finished a siege and the front entryway was literally riddled with bits of goblin. I guess they don't care about them as much.
Another time an ettin shows up, and since my marksdwarves are sorely in need of a live target for practice I resolve to trap it. Should be a fairly simple operation: Close all the bridges except the trap corridor, forbid the door that leads to it, wait for him to wander into a cage trap on his way to break the door. While, my first derp was forgetting to close the pen I keep my regular dogs in to prevent them from following the war dogs into battle and getting pasted. I close it after only a half dozen run out (at the ettin, of course. Stupid mutts.) Not too bad a loss, always more where they came from, I just have to wait until he's done murdering them and then he'll go into the trap as planned. But wait, now the falcons who have been stuck on top of the wind mill wall for the past year decide now is the perfect time to remember they have legendary climbing and use it to climb down and flee the ettin who can't climb and from whom they would have been perfectly safe had they just stayed put, so now he's murdering dogs and falcons. Ok, also eminently replaceable, it'll be fine. OH FOR THE LOVE OF ARMOK WHO'S SHOOTING AT IT?! Oh, an off duty marksdwarf. On top of the windmill wall. Lovely.
When I built that windmill I had a stairwell next to the shaft for the axle to make mining it out easy, afterwards I destroyed the bottom of it so this sort of thing couldn't happen. He must have somehow spider climbed, or jumped, or something, to get from the floor of the mill chamber to the completely inaccessible stairwell, so he could climb up to the windmill, and climb to the top of the wall (which had no ramps), so he could take pot shots at the ettin, all because he somehow sensed the combat from 4 z levels away and got all vengeful about it. Well, fine at least he's safe up there oh wait he just climbed down from the wall and is now wailing on the ettin with his bone crossbow and complete lack of melee skills. Well, at this point the operations completely shot to heck so I summon the axe lords to take care of things maybe before he gets completely murdered. Of course when I open the door to let them out who runs out first but my 153 year old broker who's also gotten all vengeful and feels the need to join the crossbow moron in trying to cave its skulls in with his ☼Dog Bone Scepter☼.
Oddly enough, both of them escape without injuries. Apparently in the mortal combat with the half dozen untrained non-war dogs the ettin suffered so many bite wounds it was incapable of so much as landing a hit on either completely untrained dwarf in the minute or so he has before the axe lords finally show up. I'm pretty sure it was the lamest uninvited guest I've ever had; its kills consisted of three dogs and two peregrine falcon chicks. The amusing part of it for me was that after my axe lords relieved the ettin of most of its limbs (and one of its heads) who gets the kiling blow but my broker. With his scepter. I have absolutely no idea how that happened.
The most recent moment I had was after killing a forgotten beast, I was having my military do a bit of tidying up in the lowest cavern when a siege arrives at the least opportune moment. Well, I'll just summon them back. I've gotten all of them (or at least I assume so) safely upstairs with someone on his way to seal the entrance so I can focus on the siege when "You have struck microcline! You have struck horn silver!" Oh look, an axe lord climbed down a cliff into an area of the cavern I haven't explored yet and now is chasing crundles all over the place. Needless to say, he won't climb back up the cliff when he's done, so now I'm splitting my attention between doing fortress defense stuff and micromanaging him on his trek through the undiscovered area of the cavern that links the area where he is with the area where the door is. It's fairly painstaking as I have to issue a new station order every twenty or thirty tiles; telling him to go further would just result in his failing to path and just standing there. I somehow manage it without either letting cavern stuff into my fort or completely borking my siege defense, but it was still the most annoying thing to happen to me lately. I haven't had much luck in figuring out when and how the dwarves decide to climb except that they always seem to do so when it makes my life more difficult or complicated, and never when it would make things simpler.