When I was really new to Pokemon (I was about 4), I used to think Pokemon couldn't evolve. I don't know why, but I was soon shocked when my Caterpie evolved in Pokemon Yellow, lol.
Also, on Pokemon Sapphire when I was like 8, I caught a Ralts, put it in the PC box, wondered what the 'release' option would do and I saw my Ralts fade away into nothingness. D: I thought it might it would release Ralts into my party, lmao.