Underestimating how hard it is to walk in the snow
I have done quite a lot of summer hiking and decided to go in winter on a track I knew well.
The track was layered with about a meter of snow. It was not a dangerous one, topographically speaking (no risk to fall off a cliff or something) but we clearly underestimated how tired we would be walking in the snow.
We ended up stopping mid-track and get back. It was less risky than to hope to reach our target and it was the right decision: we knew what to expect (who knows how the snow would be further on), had a clear track in front of us.