I also thought Wolverine could shoot electricity from his claws, which was built on my previous misconception that he could shoot lasers from his claws from the arcade game. Another one based on a video game was that Beast could cause earthquakes.
It also confused me that Nightcrawler was in a lot of video games and merchandise in the X-Men when at the time he was in Excalibur, I guess he was too popular to leave out. The same could be said for Cyclops in X-Factor, particularly his blue and white costume.
My first issue was one where Mastermind made Madelyne Pryor act like Dark Phoenix, which was extra-confusing to me at the time.
A short time later I re-entered the fandom with the iconic 90's X-Men #1, but I didn't really pay attention to the immediately preceding continuity so a lot of references to it would confuse me. For example a big one was the O5 being in X-Factor, as I kept thinking mentions of it were in reference to Havok's team.
For a more minor one, I thought Sabretooth had an adamantium skeleton all along but he actually didn't get one until 1998.
It also confused me when Iceman was granted access to a pure solid ice-guy form, as I thought he had been turning into ice all along rather than coating his human form with ice.
When telepathic/telekinetic energy was represented with pink/green/various color-looking energy effects, I wondered if that energy was visible to everyone.