There's a loyal, honorable knight named Eldigan who is best friends with Sigurd and vassal of King Chagall. Chagall is meanwhile in league with the Big Bad and murdered his father to ascend the throne. After dismissing his sister's concerns over this, Eldigan tries to talk Chagall into not attacking Sigurd and is thrown into the dungeon for his trouble until Sigurd rescues him. You'd expect Eldigan to renounce his knighthood and not fight for a king who attacked his sister and fiefdom, maybe even join Sigurd's army. Instead he insists that his honor as a knight comes first, rescues him from Sigurd, and then attacks Sigurd on Chagall's orders a while later. He can be persuaded to stop by Raquesis... in which case he rides back to try talking Chagall out of attacking Sigurd again. Chagall immediately orders him executed in this case. Even Worse in the Oosawa manga adaptation when the Agustrian knight Zyne tells him in no uncertain terms that Chagall will execute him and that Chagall is being brutal to the people, who would definitely prefer Eldigan to be their king. Eldigan refuses and continues to refuse after Sigurd tells him to honor Zyne's dying wish. Admittedly, he is ashamed of his incestuous feelings for his sister in the manga, but even running away to live as a hermit would be smarter than being loyal to Chagall.
King Fado gave his children Eirika and Ephraim bracelets that function as a twin key to the nation's Sacred Stone, a powerful artifact that is one part of a seal on the Demon King. He entrusts the knight Seth with the secret and orders him to escape with Eirika when Grado invades. While on the run, a thief nabs the bracelet and Seth insists that they go take it back. You'd expect: That after reclaiming it, Seth would tell Eirika what it is so that she knows just how important it is to keep it safe. Instead: He tells her that it is very important, but decides that this does not fall under the heading of "the right time" (what Fado had told him about when to reveal the secret) and refuses to say why it is very important. As such, she decides that even a very important royal bracelet isn't worth allowing hostages to be eaten by giant spiders and hands it over to the dark mage that demands it... and then Seth tells her, after it's in enemy hands. It's just a good thing that they had enough badasses to take it back.
When the mercenaries meet Lethe and Mordecai for the first time, Soren immediately insults them as sub-humans. Mordecai is, of course, pissed. You'd expect: Seeing a man Mordecai's size getting angry, Soren would realize he'd gone too far and back off. Instead: He keeps taking potshots at him until Mordecai attacks him, causing Ike to have to rush in and rescue him. Furthermore: When Ike gets hurt, Soren tries to attack Mordecai with wind magic until Ike pulls him back, only apologizing when Ike scolds him for going too far.
Early on, one of the first main antagonists, a Begnion soldier Jarod, is desperately trying to shut down the Dawn Brigade, as they are what could potentially lead Daein into overthrowing Begnion. After the first chapter introducing the Dawn Brigade, his soliders chase them through the streets and Micaiah showcases her healing powers to save a dying boy, which require her to sacrifice her own health. You'd expect: Micaiah expends her life energy here, or gets captured by the soldiers. Instead: They escape unharmed, and the soldiers stand around and do nothing about it, despite that a moment ago they were willing to kill an innocent child just to get at her.
Also, early on in the story, Micaiah, the one Jarod is after, abandons her team to buy time for them, running into Jarod. You'd Think: Jarod would cut her down where she stands, as he'd been planning to do the entire time. Instead: He sends her to jail, where she meets up with the traders from the previous game, and Kurth. Nice Job Fixing It, Villain.
Prior to the beginning of the third level, Chapter 2: "Sheperds", the player character gets introduced to Chrom's millitia, The Shepards. During that scene, Vaike burps, which The Avatar character doesn't mind, but Maribelle, the Troubadour (healer mounted on a horse) of the Shepards repulsed by Vaike and the Avatar, leaves the Shepards' Garrison room before even Chrom returns to deliver the news of the voluntary expedition to Regena Ferrox to set up an alliance with them to counter the problems with Plegia and the zombie creatures called Risen. You'd Expect: Vaike, Chrom, Lissa, or one of the other Shepards to tell Maribelle, who left the room earlier, about the mission to Regena Ferox, and ask her to come, because, hello, what if Lissa (who is a healer) falls in battle on the way to Regena Ferox? There wouldn't be anyone else to heal hurt members without expending vulneraries. Instead: They completely forget Maribelle. And she never even hears the expedition to catch up with the rest of the Shepards (unlike Stahl and Miriel, who were among the last to hear this expedition). The Result: Maribelle is left behind in Ylisse, and is kidnapped by the Plegians, and the Ylissian-Plegian War begins. Nice job forgetting Maribelle, Vaike and Chrom!