If you try to open a project in the software I use and you're missing a plugin that the project uses, it gives you a retry and cancel dialog with a list of the missing plugins, and if you click cancel it says "Failed to load project" followed by "An unknown error has occurred". Apparently this is the intended behavior, despite it knowing that A. the error was that it failed to load the document and B. it failed because the plugins weren't installed.
In the same mentioned software, if you close the animation editor via Cancel after making changes, it used to just lose all your changes without warning, but now they have a dialog "Are you sure you want to cancel the changes? [Yes] [No]" and, since it looks similar to the "Do you want to save your changes" dialog, most people click "Yes" and lose all their work anyway.
When you update to a newer version of FTB on Minecraft and try to open a world saved in a previous version, you just get a big blank screen with a "Yes" and "No" at the bottom half way off the bottom of the game window. You have to click "Yes" to load the world.
Whenever I log on to one of the school computers I use, a dialog box comes up saying "Error loading: variable must be of type object" and it seems completely unrelated to any software I use on it.
Also on those school computers, sometimes hey run out of memory (they're old XPs) and thus the dialogs can only show you one control at a time - if you hover over a control it shows up, if you hover over another the previous one stops being drawn and the new one gets drawn. Unfortunately since text isn't a control you cannot see the text of the dialog.