I just remembered a recent one:
Here in Málaga there’s a huge shiny building, that we passed a couple times on the freeway, while we were here on our first trip to look for a place to live.
All I could see from the road were the words “Palacio” and “Congreso” on the front door.
I assumed that it was the seat of government for this part of Spain.
I had assumed that ‘Congreso” meant the government body.
It turns out that it’s actually a Convention Center. Like what you find in Las Vegas (etc)

Palacio de Congresos y Ferias

http://www.fycma.com/

in the beginning things were a little more complicated here, because i had not only spanish but euskerra to deal with, and with very limited spanish i had no idea if people were speaking spanish or euskerra (it all sounded like gibberish to me) and i did pick up an interesting mish mash of words from both…. now it’s easier, if i understand what they’re saying it’s spanish, if i don’t it’s euskerra!

Then, I had to ask somebody, get laughed at, and learn my lesson.

There are plenty others, but memory has a tendency to repress those moments when you learn something through ridicule.

¡Qué embarazoso!