There's a famous hoe-down song with the words "Where did you come from, Where did you go? Where did you come from, Cotton-Eyed Joe..." which I'd heard dozens of times throughout my childhood. Until I was 17 years old, I thought the words were "Where did you come from, 'Gotta Find Joe!"
I still like my version better...who's ever heard of a guy with "cotton eyes" anyway? :)
A childhood belief about misheard lyrics

others believed things like this
- i thought cotton candy was made out of cottonAnon
- i used to believe cotton candy was real cotton after going to chuckie cheese and my brother told me— jennifer
- I used to think that cotton candy was made from actual cotton so I never wanted to try itAnon
- i used to belive that the cotton and the cotton candy were the same things and for this reason i ate both.— tiziana
- I used to believe that cotton candy was made out of cotton and sugar.— Ezy
- When I first heard the words "flea market", I actually thought it meant "selling fleas".Anon