This is something I actively remind myself whenever my intuition starts feeling vindication over lucky reprieves or mourning low probability misfortunes. "It's ok, a six wasn't rolled anyway. I made a mistake. It would have been better to trade the wood and build a settlement. I want to become stronger." (The hyperlink is included instead of the phrase. The inner dialog doesn't like wordiness!)
I've played some Settlers of Catan myself, and it took me a while to realize what you were talking about. (If I understand correctly, you chose not to build a settlement next to a tile that produces resources when a 6 is rolled, and by chance, the settlement wouldn't have produced any resources this turn because a 6 wasn't rolled. Therefore, waiting a turn to build the settlement didn't actually hurt you, but it could have.) I see similar situations all the time when playing Magic.
Similarly, even if you do win the lottery, buying a negative expected value ticket was still a mistake.
A monthly thread for posting rationality-related quotes you've seen recently (or had stored in your quotesfile for ages).