When I was teaching some people about LDing, I had an LD in which I was asked what I was doing. I lied and said that I was doing a reality check. "Can you honestly tell me that you are not dreaming at this very moment?", I asked a dream character. He said that he couldn't honestly say that. "Exactly", I said, unless we consciously question reality when we're awake we'll never question it when we're actually dreaming."

I was lying about doing an RC. All the while, I was dreaming. If I'd taken my own advice, I'd have become lucid. That's one of many near-misses.