In some places in America, they have an 'End Construction' sign to let drivers know that it was the end of the stretch of roadwork. When I was a child, I thought it meant that they were constructing an end to the road somewhere down the line. I always wanted my parents to keep driving until we could see where they were building the end of the road, but to my frustation,they never seemed to know what I meant.
It took an embarassingly long time for me to figure out what it really meant - but that was probably helped by the fact the road department never got around to taking to sign down for several months after the roadwork was finished.
A childhood belief about road signs

others believed things like this
- I thought for the longest time that a No Standing traffic sign meant no person should stand near that sign.— Shannon
- I used to think that we were breaking a law every time my mom passed a "Do Not Pass" sign on the road. — Kyra
- i always thought that a DEAD END sign
as where they put all the road kill.
— pav - I used to believe the "Yield" from the road sign was somebody's name.— julia
- i used to think that the road sign "dangerous" was actually "dang-er-roos" a kind of bouncy marsupial— owen cash
- I thought that the sign "!" meant: "look at the wonderful landscape"— Giorgos