My favorite example involving me: We hear faint goblin voices on the other side of a closed door. This, we figure, must be enemy barracks. It seems like a natural for a surprise round. So Ash and I, who play dwarf cousins -- he's a fighter, I'm a cleric -- kick open the door and burst in with loud cries of "The dwarves are upon you!"
...and find ourselves facing an empty fifty-foot corridor, down which we have to run in order to get up to fighting range before the enemies we've just alerted have time to grab their longbows and turn us into pincushions. Whoops.