Probably some of the worst gaming/modeling moments I've had were when I was first starting out. When I was in high school funds were VERY limited, so I ended up painting and repainting the few, all metal, minis I had. Plus, being in the middle of nowhere didn't help, I had to use gasoline to strip my models to repaint them later. There was no dedicated gaming store in Mt. Vernon, Ohio back in the late 80's. We did have a sorta gaming store the was in the basement of the Post Office that eventually moved to the town square, this was when I bought my first box of Marines... you know the ones, all beakies with that creamy ivory colored plastic. This was where I got my first, painful, conversion experiences. Like using a lighter to heat up straightened paper clips for banner poles and bones for wounded marines. I learned the physics of heat conductivity here... and was lucky I didn't burn the house down from my stripping can being so close. I also had to use Windsor & Newton acrylics to paint everything and mix anything beyond the basic primary palette.
So those are some of the worst things, not all that bad I know, but I can't really think of anything bad related to my own hobby experience. Even if something turned out wrong, I chalked it up to learning a new art form. Nobody makes a masterpiece right out of the gate... there are usually A LOT of "doh!" moments along the way. For all the initial stumbling there were many positive things that happened, like learning to handle acrylics for one, but the best thing was being able to share something with my wife's son as he was growing up. We walked into a GW store on a family vacation in Canada and his eyes lit up like it was Christmas. He was only 9, but dang if he didn't love what he was looking at... big armored guys shooting the begeezus out of anything that moved. That "cinematic" experience that GW is pushing was really alive in his head.
I guess the point I'm trying to make is even if something didn't turn out right, just keep trying... with all the things out there to fix a model, from bit sellers or Simple Green to strip a bad paint job, the starting is always the roughest part of the hobby. That's why I think Ron and all the other other bloggers are a great resource for someone entering the hobby... it stirs up the way people think about the hobby and pushes beyond what is the norm.