As a Dungeon Master, you have complete control over the game. Gods bow before your might. Vast worlds spring to creation under your fingertips, and puny adventurers are as flies before a thunderstorm. In short, you have a lot of power. As the most famous comic-book uncle once put it, "With great power comes great responsibility". Your players have trust in you as their DM, and it is important to honor that trust in the way you handle your games. This isn't a comprehensive list, but covers a handful of things that I have seen in games, and my thoughts on each.
SPLITTING THE PARTY
Splitting the party is one of the oldest and most often discouraged gameplay "mistakes". The party reaches a fork in their tunnel, or a trap drops some of the party into an underground river. Splitting the party often slows the pace of the game down though, and no player really looks forward to watching somebody play D&D while they wait for the DM to get to what's going on in their own fork of the tunnel. Few things will make a player feel more betrayed by their DM than having their character singled out away from the party and then killed because they didn't have backup.
Splitting the party is often seen as a way to mix things up by separating the vulnerable wizard from their protective paladin. It can highlight the rogue's sneaking skills and give characters a bit of time in the spotlight. Done correctly, it can also put the players off balance. The overpowered barbarian might suddenly have to learn how to survive without the Cleric they took for granted. It can work, but use it sparingly.
RUNNING A FOREIGN SETTING
I once ran a supernatural
campaign that took place in Germany during 1950. In it, the characters investigated various supernatural horrors loosed by Nazi experiments. Think Cold War Lovecraftian horror. My players and I loved the idea and were excited about the game, but we knew very little about the setting. I knew almost nothing about post-war Germany in terms of what was legal, what factions were active, the state of women's rights, or ideas about racism and classism following the fall of the Nazi regime.
I didn't know much about how intelligence agencies operated in other countries (players were each from a different nation). I wasn't sure what side of the road cars drove on, or whether Germany would have French or British cars on the roads along with BMW and Mercedes. A lot of this I could make up, but at a certain point making things up created a world that didn't feel as authentic as I wanted it to. The books were excellent and I had a lot of fun putting everything together, but even after dozens of hours of research, I kept getting surprised by basic things that everyone should know about the world. As the DM, this isn't really a great thing for world-building.
Understand that there is nothing wrong with running a game in another country, or with running one in another time period. Historical settings are a lot of fun. But as the DM, you should have a good idea about what the world is like. You should know the cost of bus fare. You should know the typical breakfast served in your game. You should know whether there is an imposed curfew in your city, and what side of the road cars drive on.
Science Fiction and Fantasy settings can get away with a lot of this because if the edges of the world don't quite fit together the DM can just say "it's magic" or "it's alien technology" and make everything okay, but if you're running a game in the "real world" try to make it feel "real" and know what the "real" aspects of it are.
DEUS EX MACHINA
Deus ex machina is latin, and translates roughly to "God from the machine". This is not to be confused with the
excellent video game of the same name. Deus ex machina is a plot device wherein the central problem of a story is resolved by an external force. This external force can be any new event, character, or phenomenon you can imagine, but hasn't until this point been something the audience could reasonably expect. It originates and refers to old greek plays, where writers would find themselves in a corner and end their play by saying "and then Zeus showed up and hit the monster with a lightning bolt and everything was okay." Even back in the day, a lot of people thought it was kinda dumb.
There are a bunch of examples of this in literature and film, but Tolkien (Hobbit, Lord of the Rings) is somewhat famous for using both Gandalf and the Eagles in this way. Just when it looks like Helm's Deep is about to fall,
Gandalf shows up and fixes things. Just when the goblins are about to roast the dwarves in their trees,
the eagles show up and fix things. And it happens
again and
again and
again. It gets old.
This is compounded in games. In a movie, the viewer suspends their disbelief and enjoys a presentation of a story. In a game, the players themselves are crafting the story. Intervening with an overwhelming force to dictate what happens removes that player agency and tells the players that they shouldn't bother to try. If they players don't try, the DM will just solve the issue themselves, after all. This is one that will cause a game to shed players, and rightly so. Unless you have a very good reason to, I would avoid deus ex machina altogether.
Failure is a part of the game. It can be fun, and create interesting situations for the players. It can be alarming and can shock them into sticking to safer plans. Importantly though, it is a part of the game. As the DM, your job is to facilitate the game. To make it interesting, and to help the players make it fun.