Counterexamples: scratching itches feels good but can damage the skin if overdone, and anyway IME it doesn't help at all with recovering from mosquito bites and similar irritations; and after vomiting you feel thirsty but drinking water immediately afterwards would only make you throw it up too (IME at least). Yeah, and eating a lot when you already are plump enough, but everyone else has already mentioned it.
In all other cases I can think of, it's good advice: for example, I heard that when you have a fever you should cover yourself up when you feel cold (because your body needs your temperature to be higher) and uncover yourself when you feel hot (because your body no longer needs that).
I posted recently that "I tend to assume that things people hate are bad for them. CR may be an exception, but it's plausible that evolution would usually select for warnings that one is hurting oneself."
I think this points at an interesting question. If you know that people like a behavior, or dislike it, or love it, or hate it, does this tell you anything about whether the behavior is useful?
I expect that most people reading this question have a handy list-- one that comes quickly to mind-- of things which are good for people but that they resist. There's a tremendous amount in the culture (and perhaps more from somewhat different angles at LW) about people's reflexive preferences being wrong.
However, there's a lot where people's preferences are assumed to be in line with what's good for them that doesn't get much attention. I believe this is because there's a fascination with the drama of self-denial, but that might be a topic for a different post.
For example, people hate long commutes. I've never heard anyone say that long commutes are good for people.
People generally dislike being low on sleep.
Rather few modern people think that liking sex is a problem in itself. (Note a cultural shift-- anxiety about pleasure has been moved from sex to food.)
Nobody says that human contact is bad, even though many people like it.
And there's no cultural consensus that hating spam is bad, even though hating spam is a spontaneous response.
It's implausible that evolutionarily developed pleasure and pain should be completely out of line with well-being. On the other hand, it's a noisy signal. Should it be taken at all seriously?