Another example of this paranoia: I'm constantly expecting that at any moment, the game might contain a challenge that's impossible, or that is only possible if I haven't made any other mistakes or wasted any rare items until I reached that challenge. And this is sometimes necessary even in video games.

The reason I hate Final Fantasy Tactics.

The problem with this strategy was illustrated in this 8-bit-theater comic.

I've had the same problem. I basically came to an epiphany similar to Red Mage's. It applied to both my behavior in life and in RPGs.