Tell us about something you used to do that you have since determined was wrong/dissatisfying/mistaken.
I used to be so worried about exerting control over a player's control over their character that I would be indirect when telling them their character was about to do something stupid and/or ruin session or campaign for everyone else.
Star Wars (West End Games version): The PCs were on a planet and suddenly found themselves in the middle of an Imperial invasion. They were in their light freighter flying in atmosphere, and decided to fight their way out, get to space, and attempt to go to lightspeed out of the system. Not an unreasonable plan really. After a few waves of Tie Fighters, I explain that getting off the planet will prove difficult while describing just how much military hardware is in the sky. Most of the the other players gets the hint and suggest finding a place planet side to hide but the pilot refuses. I have more Tie Fighters show up and the ship is taking an increasing amount of damage, pilot still refuses to take the hint, and insists on continuing. Sessions ends with the ship being blown up while several PCs return planet side in escape pods. All this could have been avoided had I simply been more direct with the pilot.
Call of Cthulhu (Savage Worlds rules): The Investigators are meeting with some bootleggers in a flop house at midnight, but two of the PCs stay outside in their car. They observe some guys from the Italian Social Club (gangsters) who are heading into flop house when one of the PCs on watch honks his horn. Did he honk his horn to signal anyone in the tenement? No. He just wanted to get the gangsters' attention. Okay, fine. No problems yet. When the gangsters decide to find out why someone is honking at them at midnight, the hoking Investigator, the one guy who is actually good in a fistfight, just leaves his friend there alone to face the gangsters. I should have have just paused the game right there and asked him, "What the hell are you trying to accomplish?" The long and short of it is the player didn't like the campaign and just felt like stirring the pot. I should have just talked to him directly instead of just letting his character do whatever he wanted.
Don't construe this as me trying to control the actions of the player characters. But at times I find sometimes the player might not understand fully what I describe and it's probably best to talk about it. I don't mind when players come up with way to solve problems in an unexpected manner, even if it bypasses threats I've created, or even if their characters do something "bad" so long as it makes sense within the context of the game.
If you didn't want to read all that. My lesson is that you need to talk to your players directly if there's anything they're having their characters do that is disruptive in a way that isn't fun.