Thing I've noticed the most is that many people don't fully understand why we need to apply a specific test.
The core concept many people seem to miss is that the point of data science is to find meaning in large quantities of data, to recognize patterns, and to present them in a meaningful and easy-to-understand way. Really to allow for educated data-driven decision making. Each approach is a tool for you to make an informed idea, but if you apply them the wrong way then... well, could be worrisome down the road.
Understanding the full problem and then finding the right tools or approaches to solve it is necessary instead of putting everything inside a black-box model.
The core concept many people seem to miss is that the point of data science is to find meaning in large quantities of data, to recognize patterns, and to present them in a meaningful and easy-to-understand way. Really to allow for educated data-driven decision making. Each approach is a tool for you to make an informed idea, but if you apply them the wrong way then... well, could be worrisome down the road.
Understanding the full problem and then finding the right tools or approaches to solve it is necessary instead of putting everything inside a black-box model.