The first time I watched ESB I thought Luke actually killed Darth Vader in the cave scene and that was really his face in the helmet (it didn't look like Luke to me), so I was confused when he reappeared later in the movie.
Another one (really crazy, I know) was that I was under the impression that the prequels were better than the boring original trilogy with too much talking and really slow sabre fights. The PT was my first taste of Star Wars unfortunately and back then I liked movies for their special effects, not their story. Now that I'm fourteen I know better. ;)
To my credit, I never understood Jar Jar and I thought he was retarded (I still thought he was funny at times though).
EDIT: Is anyone on this forum younger than me? I feel like a little kid compared to all you old people. ;)