The most tragic example is Prince Quentyn Martell, who is sent by his father on a mission to find Daenerys Targaryen, marry her and return with her to Westeros. Quentyn doesn't want to be the hero and wishes he was at home, but keeps feeling he has to go on, associating his quest with stories of heroes. However half his companions get killed in one attack before they are even near the end, he gets thrown into a nightmare once he reaches Slaver's Bay, when he actually meets the beautiful royal woman he is too scared and worried to make a convincing enough case. He tries to prove himself by taming a dragon, desperate not to fail his father, and is burned to death.
Jane Austen: 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.
John Meade Falkner's The Nebuly Coat has a deliberate inversion of this. Anastasia Joliffe thinks of herself as an Austen heroine, and is even reading Northanger Abbey when she first meets Lord Blandamer. However, Anastasia is in a Gothic novel, and doesn't realise the true reason for Lord Blandamer's interest in her.
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.
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.
In The Rhesus Chart, 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.
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.
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.
Ender's Game: During Ender's flight to the Battle School, he immediately recognizes Colonel Graff's Drill Sergeant Nasty routine from war movies he's watched an act to get the soldiers to unite through the mutual anger towards their unkind commander. Unfortunately for him, this isn't a war movie about battlefield camaraderie but a novel about, among other things, the isolation inherent in being a gifted child. Graff deviates from the routine and 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 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.
In "The Macbeth Murder Mystery" by James Thurber, a woman who reads nothing but detective novels accidentally picks up a paperback copy of Macbeth. Quickly realizing that Macbeth must be a Red Herring — because Macbeth is shown going in to commit murder on Duncan, but the action cuts away without showing the murder itself, which is a sure sign he didn't actually do it — she sets out to apply her knowledge of murder mystery tropes to figure out who really did it.