This one is probably extremely common. I used to believe that all TV and radio was live--REALLY live. The shows and music were performed as they were broadcast, and when you changed channel or frequency, they quickly shuffled in a new band or show. When you turned your radio or TV off, they shut down.
A childhood belief about radio

you weren't the only one
188 of you believed this
- When listening to the radio in the mornings I felt sorry for singers they had to come and sing that early. — Tereza
- I used to wonder how they managed to fit the orchestra into the radio station.
— sally - I use to think music from the radio was live music.— Robin
- When I was little I used to think that there was little pople inside the radio playing the music...Anon
- When I was a kid I used to believe there were literally very very very very small people inside the radio.— John Granic
- I used to think that songs on the radio were being performed LIVE at the radio station.— Jon