Stupidest thing I've ever done...
Either in Fallout: New Vegas or Oblivion.
FNV: I got sick of trying to dodge the mortar shells fired from the Boomer airefield, so I finally said "FUCK THIS I'M RUNNING FOR THE GATE!" I actually made it halfway by bunny-hopping. Then realized my last save was from over an hour ago and across the map. FUUUUUUU!
Oblivion: Immediately after escape the underground sewer at the very beginning of the game, I went straight to the underground stronghold where the Umbra sword and that special black/gold armor were. At level 1. With nothing more than and iron shortsword, a wooden shield I got off a bandit who attacked me, and a new pair of leather boots from the same bandit.
Hilariously enough, after destroying my shield in one hit, I backed into a corner and kept using the level 1 Flare attack on the Umbra chick, kept punching the shit out of her, and kept healing myself, and after probably like five minutes I killed her. I was walking around with arguably the best sword and some of the best armor in the game before I'd even started the first mission. Doesn't change the fact it was a totally stupid thing to do trying to take her on at level 1.