I'm only a PPL student with 56 hours, so not much has gone wrong so far. Lost the alternator in the pattern once. Found a loose P-Lead during mag check another time. Yawn.
Once my instructor tried to distract me on climbout by opening the door, telling me it wouldn't latch properly, and slamming it open and closed over and over and over. He said, "Do we have an emergency?" I said, "We will when I push you out." I passed that test.