Konata from Lucky Star plays so much eroge, she thinks that she's living in one— despite this being a Slice of LifeSchoolgirl Series. She sometimes changes the game genre she believes she is in depending of the situation, but still doesn't get it right, and whatever genre it is, she will usually explicitly reference the tropes and mechanics of that genre, or even a specific work that's inspiring her — she justifies laying a bar of soap down on the floor of a bath with claims that she's setting up the event flags for a special scene.
When Sasahara's younger sister comes to visit, the club members expect her to be like the Moe little sister love interest character from their favorite anime. This being a much more nuanced Slice of Life show, upon meeting her, they find that she's an assertive, somewhat bratty young woman with little in common with the one-dimensional archetype they imagined.
In one Bottle Episode, Madarame finds himself alone with his friend's girlfriend Kasukabe in the club's meeting room and realizes that he's never really spent time one-on-one with a woman before. With no real-life experience to draw on, he visualizes the situation as a Dating Sim. He knows full well that this is not actually a good guide for how to act, but has no other frame of reference to use. Awkwardness ensues.
Haruka Akashi of Kamen Tantei is a huge mystery buff and aspiring mystery author who keeps running into mysteries. So far, so good. Unfortunately, she's a "fair play" mystery fan trying to apply "the rules" of such to a world where psychic powers, ghosts, All Just a Dream endings and fictional characters come to life are regular occurrences.
In the third episode of Ouran High School Host Club, Tamaki identifies the show as a high-school romance anime, calling himself and Haruhi the main pair destined to be together - not too far off the mark so far, but then he identifies the rest of the club as "the homosexual supporting cast". This last remark inspires Kyouya to show him up by coming up with a better plan to save Haruhi from being exposed by the physical exam and saying "I just don't think I'm supporting cast, homosexual or not."
Combined with Aliens Steal Cable in Rinne no Lagrange - one of the Human Aliens in one episode watches a samurai movie and mistakes its events for some Earth tradition he then tries to repeat to challenge Madoka for a duel. Surprisingly things work exactly like he is expecting them to, but for different reasons and he accidentally convinces girls at Madoka's school that he is her boyfriend.
Keima gets all his experience from Dating Sims, so he falls into this when he gets into situations outside his experience. For example, Haqua is a tsundere who is obviously in love with him. But in Dating Sims, the girl pursuing the boy is a trap for a Bad End, and must be avoided at all costs, so he barely even notices.
His misplaced experience also kicked off the entire plot. He unquestioningly accepts a Deal with the Devil to "capture girls" because he doesn't know demons exist and doesn't think anyone would ask him to go after real girls, so he assumes that someone is challenging him to beat a Dating Sim.
Full Metal Panic!: Being an action movie buff, Kaname Chidori generally knows what sort of war antics she's going to fall into as part of her friendship with Sousuke. However, she doesn't quite appear to realize she's in an action anime, so she still gets blindsided by the more anime-esque aspects of her new life. For example, upon first meeting the captain of Tuatha De Danaan, a painfully cuteteenage girl, she has this to say:
Haiyore! Nyarko-san: Mahiro, who's an avid fan of the Cthulhu Mythos, resists Nyarko's advances partly because he assumes she's exactly like her infamous namesake and is just trying to drive him insane For the Lulz. He'd be a lot happier and mellower if he realized that he's in a Reference Overdosed screwball Romantic Comedy and that Nyarko actually is in love with him (and is far nicer than Lovecraft's Nyarlathotep).
In Magic Knight Rayearth, Fuu Hououji immediately starts identifying similarities between what's happening to them and the series of events in a JRPG—evolving in skill by fighting monsters, obtaining a legendary weapon, being sent on a journeying quest, etc etc. She gets flustered when Reality Ensues in the form of Alcyone, who they don't have enough 'experience points' to handle, and doesn't realize until far too late that they are actually in a deconstruction of the Save the Princess plot where the "final boss" is not what he seems.
Edo Phoenix of Yu-Gi-Oh! GX dresses, acts, and fights crime like he's Batman — dressing in a monster costume and pursuing criminals by night, searching for the one who killed his father, while living as a wealthy, famous celebrity during the day. He even duels with an Anti-Hero-themed deck. Between his cynical view of the world, lifestyle, and crimefighting modus operandi, he truly lives as if he truly thinks he's the Anti-Hero protagonist of a vigilante Super Hero comic book... which would be great, if he weren't The Rival of a shonen Gaming And Sports Anime.