Catherine Morland from Northanger Abbey. She admires a sinister-looking old mansion and, inspired by her Gothic novels, gets the idea that her host has killed his wife. Actually she's in a Regency romance and her love interest, the son of the man she suspects, isn't pleased about her thoughts.
In Love and Freindship, the hero's father is surprised by him and attributes it to reading novels. Since they are in fact in a parody of novels, the father's right.
Where, Edward in the name of wonder (said he) did you pick up this unmeaning gibberish? You have been studying Novels, I suspect.
Sir Apropos of Nothing (from the book of the same name by Peter David) is convinced that he is in a heroic tale, and works to seize the protagonistship by sheer force of will. The very idea of an Anti-Hero, and that he's been the protagonist all along, would come as a shock to him. However, the instant he realizes it's his place in life to be the useless sidekick to the local hero-to-be who is fated to receive all good things, he proceeds to heft a rock at the proto-hero's head and take his place.
Christopher in Everworld initially seems to believe that not just the fantasy world the heroes have landed in but the real world as well works according to the rules of action movies, and spends a lot of time calculating whether a given person will survive the current crisis. The others all consider him a bit nuts, and he learns better pretty soon. Although, weirdly, he's a mix of Wrong Genre Savvy and Dangerously Genre Savvy. It's a nonsensical oxymoron, but it works.
Overlapping with Death by Genre Savviness, the Villain Protagonist of Malice Aforethought is knowledgeable of mystery stories and real-life spousal murderers, and aims to commit the perfect murder. What he overlooks, is that everyone else who tried to do this has failed. He also buys into the stereotype of the police as morons, which while often true in Genteel Interbellum Setting fiction, isn't true of the police inspector he encounters.
The villain of the Lord Peter Wimsey novel Whose Body? has a similar goal of perfect murder and gets the benefit of dumb police. However, as is lampshaded by the incompetent Inspector Lestrade at the end, brilliant murderers still invariably end up getting caught in mystery novels.
A. N. Wilson's A Jealous Ghost features an American Ph.D. candidate who decides to pick up some extra cash by working as a wealthy lawyer's nanny. She convinces herself that she's in Henry James' The Turn of the Screw,, which leads to unfortunate results.
The Hoard of the Gibbelins by Lord Dunsany, is noteworthy for being a partial case — for instance, the main character manages to convince a dragon to surrender by asking it if it's ever heard of a dragon that won a battle against a hero. When he errs is when, realizing that everyone who's tried a logical plan for robbing the Gibbelins has been defeated, he tries to make a plan that's Crazy Enough to Work, instead getting one that's simply crazy. Final line: "This is one of those stories that do not have a happy ending."
Princess Vivenna of Warbreaker thinks she's The Heroine who has to rescue her younger sister Siri from an arranged marriage to an Evil Overlord in a world with Black and White Morality. In fact, she's one major character in what is largely a political intrigue story where Rousseau Is Right, bu almost everyone has a hidden agenda of some sort. She winds up getting manipulated into starting a war for her trouble.
Featured a number of times in Terry Pratchett's Discworld series. The Disc literally runs on stories (and an element called "Narrativium"), and a few characters are at least dimly aware of this, but it's also shown that some types of stories can be hard to tell apart, and even the most deeply-entrenched stories can be warped, twisted, and changed.
The Palace Guards in Guards! Guards!! refuse to attack Captain Vimes on the grounds that they outnumber him and he's unarmed, both indications that he's likely to do something heroic.
Malicia:So, let's go over it again. You don't have a knife of any kind?
Malicia:Or some handy matches that could burn through the rope?
Malicia:And no sharp edge near you that you could rub the rope on?
Malicia:And you can't sort of pull your legs through your arms so that you can get your arms behind you?
Malicia:And you don't have any secret powers?
Malicia:You know, in many ways I don't think this adventure has been properly organized.
In Unseen Academicals, Glenda objects to her friend Juliet going out with Trev Likely because he's not Prince Charming. When she gets involved in a romance of her own, she wises up; while she thinks that these events don't happen in romances, she doesn't act as if it ought to be one.
In Witches Abroad, Granny Weatherwax's sister Lilith invokes the power of stories and tries to twist Genua into a fairy tale. She casts herself as the Fairy Godmother of the story, and is fully convinced that she is the good guy. But Discworld is a deconstruction of stories, so ultimately she's just a cruel woman who meddles with peoples' lives to fit her twisted ideals. Lilith's mistake was believing that she was the Good Witch and Granny was the Bad Witch. Granny Weatherwax tells her that it's the other way around.
Twoflower of the Rincewind books has this. He believes things like wizards all have great powers and heroes are genuinely heroic, in a world where wizards range from the complete uselessness at magic that Rincewind himself has, to being capable of wizardry but also fat lazy bastards who only care about their next meal and (sometimes) their position in the hierarchy. As for heroes, Cohen the Barbarian and his like are really little more than self-interested jerks who go around beating people up and taking their stuff. It's a wonder Twoflower manages to survive Ankh-Morpork. (Though his Wrong Genre Savvy actually helps him in Interesting Times, because he doesn't know enough about being a grand vizier to be an evil one, so Cohen appoints him.)
The entire cast of The Westing Game seems to think they're in a murder mystery story with a fabulous inheritance as the prize to the winner. Only Turtle ever realizes they're not. What they are in is somewhat unclear, although a con is close. The entire book was a Secret Test of Character for the entire cast, and whoever figured out that it was a Secret Test of Characterwould become the heir to the not-dead billionaire who set up the whole thing and faked his own death. So in a way, it was a mystery story with a fabulous inheritance as the prize to the winner. The winner just doesn't get the money yet, and there's no murder.
This is actually the basis of the plot in Charles Stross' The Jennifer Morgue, where the Dangerously Genre Savvy villain actually has a magical device that forces the events of his plot to conform to the literary conventions of an Ian Fleming novel. The heroes use this against him; both the villain and the main character assume that the main character is the Bond Expy, when in fact he's been set up as the Bond girl that gets caught in the Bond villain's Evil Lair and must be rescued by the second Agent, the (female) Bond, blindsiding the villain.
Furthermore, the villain comes down with a severe case of Genre Blindness by the end. The main reason he set up the Bond geas was so that he could smash it at the point where no other outside intelligence could interfere, thus leaving him in full control of his faculties and the elite superspy just another outnumbered foreign agent. But by the end, when he's got his captives held hostage and is monologuing at them rather than just shooting them, he still thinks he's in control.
In the later book The Rhesus Chart also in The Laundry Series, Mhari and her fellow young vampires are Wrong Genre Savvy when designing tests to determine the setting's position on the Sliding Scale of Vampire Friendliness, leading them to conclude that they have much more leeway to be friendly than they actually do. It's later determined that older vampires are deliberately spreading incorrect vampire tropes.
In the following book The Annihilation Score, magical powers begin to manifest in ordinary civilians, through a subconscious version of the series's Ritual Magic. Because comic book style superheroes and villains fit better with the general public's worldview than interdimensional eldritch magic, the public at large views these powers through this lens (at least in the United Kingdom; it is mentioned in passing that other parts of the world have other, similarly Wrong Genre Savvy interpretations). The empowered are Blessed with Suck in about the same way as other magic users in the series, worse in that most ordinary ritual magicians at least have some understanding that their magic is Cast from Lifespan.
In the Wild Cards novel Card Sharks, Harvey Melmouth, an Ace known as The Librarian, viewed his participation in the Iranian hostage crisis rescue mission as bad adventure fiction, and was thus certain that he wouldn't die. Unfortunately, he turned out to be part of a gritty spy thriller. On the positive side, his failure to take things seriously lead him to cross a street standing straight rather than hunched over like his fellow team member, Jay Ackroyd. As a result, he was the taller target and was thus the guy who got shot in an ambush, ensuring that the mission critical teleporter wasn't taken out and thereby saving most of the remaining team when things went completely FUBAR.
Centerburg Tales: More Adventures of Homer Price by Robert McCloskey includes a story about a mysterious old man who has spent twenty years alone in the mountains inventing a humane musical mousetrap. The Centerburg residents are impressed with his similarity to a storybook character and, once the librarians determine the most fitting one, refer to him patronizingly as Rip Van Winkle. It isn't until all the children in Centerburg are following his musical mousetrap out of town that they realize he's a lot more like The Pied Piper of Hamelin.
In Dorothy L. Sayers' Have His Carcase, Harriet notes that in all the detective novels, the villain tells the victim to bring the letter with him, to ensure (from the villain's POV) that it's destroyed, and (from the author's POV) that it's not completely destroyed and right there for the hero to find. They conclude that the murderers must have said that because the books do — and it serves the same purpose, because they didn't realize why the authors did it.
The Dragaera novel Athyra is told from the perspective of Savn, a Teckla peasant training to be a "physicker". Savn is definitely aware of narrative conventions, as part of a physicker's job is knowing stories to tell patients to distract them from the pain of medical treatment. From Savn's perspective, Vlad is the stock fantasy mentor character, a mysterious and kind of strange character who shows up in the hero's backwater town and introduces them to adventure. Unfortunately for Savn, he's not a character in a straight Heroic Fantasy: he's in a Black and Gray MoralityDungeon Punk series, and Vlad's the protagonist, not him. Needless to say, Savn doesn't get a happy ending.
Done hilariously in a short story from The Dresden Files. Harry is trying to deal with a great deal of hilarity which is in the process of ensuing when a group of teenagers show up at his house in goth clothes and Slytherin scarves. Their leader informs Harry that he, Harry Dresden, has earned their wrath for removing a curse they put on some old lady and to prepare himself to suffer the consequences. Harry informs them he didn't even notice the curse and just did the exorcism to make her feel better, then pulls a gun on them.
In a story in Side Jobs, Billy the Werewolf thought he was the protagonist in a 'werewolf action story' in dealing with John Marcone, only to discover he was in fact a Worf. Marcone was unimpressed by his werewolf powers and made it clear that he would either sit down and shut up, or die. He wasn't bluffing.
Harry's eventual apprentice Molly Carpenter seems to think she's the plucky young heroine who can get away with anything on her wit and natural talents. Harry has to forcibly remind her on several occasions that she's in an Anyone Can Die horror series, and he is not the kindly, easily-forgiving mentor she thinks he is before she gets the picture. She also thinks that she's in a Rescue Romance. Harry pours some cold water on that idea. Literally.
In Proven Guilty, Harry meets a vampire, and they immediately start trading veiled threats. At one point, Harry threatens to expose the vampire, who laughs in his face. He assumes that he's in a typical Urban Fantasy where The Masquerade must be upheld at all costs, and Harry wouldn't dare telling "vanilla" mortals about vampires. He is rather deflated when Harry points out that he's listed in the Yellow Pages under "Wizards."
Harry understands the importance of identifying his genre. From Dead Beat:
The trick was to figure out which movie I was in. If this was a variant on High Noon, then walking outside was probably a fairly dangerous idea. On the other hand, there was always the chance that I was still in the opening scenes of The Maltese Falcon and everyone trying to chase down the bird still wanted to talk to me. In which case, this was probably a good chance to dig for vital information about what might well be a growing storm around the search for The Word of Kemmler.
Also, in his first meeting with Nicodemus, he tries to goad Nick into revealing a bit of the plan, maybe even take some time to gloat, etc. Nicodemus gives Harry a deadpan look, and flatly tells Harry that his is wounded by the complete lack of professional respect that this implies. This is the point where Harry realizes that, no, the villains in this series are not graduates from the Bond Villain School of Stupidity.
The ABC Murders by Agatha Christie features characters who fail to solve the mystery because they believe they're in a serial killer novel. They're not. The killer is a regular killer who killed his brother for the inheritance... and killed a few more people to make it look like a serial killer.
In Three Bags Full, a detective story which features a flock of anthropomorphic Irish sheep out to solve the murder of their shepherd, Heidi and other sheep are convicted that they are in a romance novel. Of course, the only thing they know about humans is the novels that their shepherd used to read them, so it's not quite surprising from them.
The Witcher Saga is full of people who think the world works like in more conventional fantasy or fairy tale — and they are proven to be very wrong. Some of the early stories for example featured a party gathered to hunt a dragon, which included a Knight in Shining Armor acting pretty much as though he were in classic fairy tales where pure heart and honor always prevail and the world is defined by Black & White morality but people like wizards and witches can always abandon their vile ways, a wizard who wanted to protect monsters because they are rare, dying species and a shoemaker who thought this is classic Polish fairy tale of shoemaker killing a dragon with poisoned stuffed lamb, and he is the main character. The story ended badly or at least humiliating for all of them. One of later novels has a young, idealistic boy who enlists because he believed in propaganda proclaiming upcoming war to be "Great War to End All Wars" (compare with Real Life example about World War I below). Before he even started to learn that War Is Hell, he got mocked pretty hard by everybody. Someone even showed him a fat prostitute and said that yes, this is a whore, and yes, she is big, maybe even great, but she certainly is not Great Whore to End All Whores.
Dandelion. In one story he summoned a Genie in a Bottle and immediately started saying his wishes, only to find out that he does not meet the requirements necessary to have a genie grant you a wish, and that genies hate to be bossed around and try to kill anybody who tries to make a wish, even if he cannot force them to grant it. In another he heard about a prince and mermaid who had fallen in love and expected things to turn out like in a poem he wanted to write, that was exactly like Hans Christian Andersen's The Little Mermaid. When the mermaid in question objected upon being turned into a human because if prince really loved her then why he won't change into a triton, Dandelion decided to ignore this and write that his version happened and when she changed her mind and turned into human a her first words were to call Dandelion an idiot for thinking she lost her voice.
Geralt himself has his moments. In the first novel he is advocating keeping a neutral stance in a conflict between humans and elves only to get shown how wrong he is and admitting it himself. In fact, this is how he bonded his destiny with Ciri's - he helped a cursed knight to undo his curse and marry the princess he was promised to on the basis of fairy tale-like deal with her father. Geralt joked that in return he demands from knight something he already has but didn't know about it. Then they both found out that the princess was carrying knight's child, which is now promised to Geralt. When he decided to break the deal and not take the kid, things went down pretty badly.
In Avalon High, Ellie was named after Elaine, the Lady of Shalott. She has a moment where she puts everyone into their roles, since their names and actions were very similar to Arthurian Mythology. Other people around her do think that this is, literally, the case. This ends badly for Marco/Mordred, who thinks that she's basically useless and can't help anyone because of her role (because the Lady of Shalott never actually met Arthur), but Ellie's actually the Lady of the Lake, and ends up saving the day appropriately.
In Michael Flynn's Spiral Arm novel On the Razor's Edge, Manlius thinks he's in a romantic tragedy that ends when he or his rival kills the other in front of Kelly. When he goes to stage this again, Kelly kills his rival, and then him, telling both of them that she had never enjoyed their attentions.
The Canterville Ghost: Sir Simon swears to Kill 'em All with a Cruel and Unusual Death when the rooster crows twice. Then he hears the rooster crowing. Sir Simon expects a second time without success. Puzzled, he retires to his room and checks on their Gothic Horror books that whenever someone says that oath, the rooster always sings twice. Discouraged, he's off.
Ender's Game: During Ender's flight to the Battle School, he isn't intimidated by Colonel Graff's Drill Sergeant Nasty yells. He knows full well that it's just an act to get the soldiers to unite through the mutual anger towards their unkind commander. Unfortunately for him, Graff isn't doing the Drill Sergeant Nasty routine, he's doing a new routine where he praises Ender and tells the others how insignificant they are compared to him. Graff is uniting the soldiers through mutual anger towards Ender, forcing the poor kid to be isolated so that he has no choice but to rely on himself. Ender realizes too late that Graff has turned him into the Teacher's Pet, and therefore the team scapegoat.
In Margin Play, by Eric Plume, Brad Hansen likes mystery and crime novels and has a framed poster from Scarface (1983) in his living room. Much of his behavior throughout the book makes is apparent that he thinks he's the protagonist of some sort of caper story. His error costs him his life.
Sosia Camillina from The Silver Pigs is a bright, honest Plucky Girl who genuinely believes in Vespasian and his cause and doesn't want him assassinated. When she accidentally gets swept up in a political scheme to overthrow Vespasian, she ends up running into Falco, who rescues her. Sosia, not wanting to just sit around and do nothing, decides that she's in a political thriller, Falco will be her co-star, and him rescuing her earlier was the start of a Rescue Romance. Unfortunately for her, when she approaches him with this idea, Falco is fed up with being messed around and wants nothing more to do with the case. When she tries to confess that she has a thing for him, he brutally turns her down because he knows that one, she is of a rank that is way out of his reach if he wants to marry her, and two, she's sixteen, he's twenty-nine and he cares about her too much to start a romance that would be a disaster. Sosia eventually decides that she still wants to be the star in the political thriller and invites Falco to join her... Unfortunately, Falco gets held up for hours, and Sosia goes to investigate without him- and because she is an unarmed, defenceless child, she has no chance against the conspirator she discovers and is murdered.
Due to her very sheltered upbringing, Cress from the third book of the Lunar Chronicles believes she is the Damsel in Distress in a classic fairytale and is destined for a Rescue Romance with Thorne. While she isn't entirely wrong, Thorne's blindness and several other unlucky circumstances meant that Cress had to do some rescuing on her own.
In the second novel (The Gate Thief) of the Mithermages Series by Orson Scott Card, the main character Danny reads a lot of Young Adult fiction, and acts as if he's in a rather lighthearted one. Unfortunately, he's in an Orson Scott Card novel instead.
In "Just William" this frequently happens. In one story William tries to exploit familiar heroic tropes where the hero gets captured by the villain but the police arrive in the nick of time by arranging for the police to turn up at the house when he's finished searching it, believing its owner to be The Quisling to the Nazis. However, when the Police do turn up he's still searching, meaning they think he's robbing the house.
In Safehold, Rayno comes to conclusion that the only way the insurgents in Zion can operate so successfully is having demonic assistance, which would be a fairly accurate guess if he lived in fantasy world. However, he has no idea that he's really in science fiction story, so his assessment is way off the mark.