There were a few times up to the age of 13 that I ended up in the wrong classroom due to timetable confusion but after that, the closest was the first day at university where there were two buildings with the same name, and I picked the wrong one. I had the weirdest feeling I was in the wrong place, but I was early and sat in the empty lobby for a really long time unsure of what to do hoping something would happen before I'd have to go wandering around again.
Someone else turned up who was equally lost and I explained the situation. Ended up making a friend to team up with to try to find the right building, which we did.
I still wonder if I would have ended up in the same friend group I'd got the right building in the first place.
Anyway, at least I didn't get laughed at for that one.