I want to point to Belsky's article on why we think we are better decision makers under uncertainty than we really are. He summarizes several common errors:
The sunk cost fallacy - hanging on to a decision, or an investment, in an unconscious desire to justify it.
Loss aversion - reacting more strongly to loss of a resource (time, goods, or money) than to a similar gain.
Overconfidence - overrating our abilities, knowledge, and skill (two thirds of investors rate their financial sophistication as advanced, but barely pass a financial literacy exam.)
Optimism bias - which seems to be hard-wired into our brains because it has evolutionarily useful, driving humans to strive in the face of long odds.
Hindsight bias - rewriting history to make ourselves look good, as in misremembering our forecasts in a way that makes us look smarter.
Attribution bias - attributing good outcomes to our own skills, but bad outcomes to causes over which we had no control.
Confirmation bias - giving too much weight to information that supports our existing beliefs and discounting that which does not.