I was once playing Pokemon Yellow and I was about to win against Gary. Gary had only one pokemon left, so did I, and at the finishing blow, "Your attack missed!" Gary hit me and I died. I was sent back all the way back to the city before it(:>0, where there wasn't a pokemon center!
I got 1337 GP in FFIII SNES, don't believe me? Fight Wyvern, Ralph and two Chickin Lips.
Mario Kart Wii, Bowser's Castle: I was in 1st place in the first two laps by a mile. in the 3rd lap, I fell in the lava pits in front of the bowser statue, twice, got stuck in the bushes, and burnned to a crisp by the fire wheel. I got in 12th place and was so ticked off at the game. I still play it though, the game is anything but awful.
ok, it's not really 'funny' but...
First time Playing Pokemon Pearl, I was going to take Turtwig, but I took Piplup instead, first battle against my Rival, he obviously had the Turtwig...only it was a shiny...and I think it had Pokerus, because later that day, my Piplup did...but I didn't check him right after the battle, so I don't know...
either way, it was 2 firsts for me, I saw a shiny on a Trainer(rather than in the wild like I usually do...) and I got Pokerus the first day of my first run through Pearl Version