Something I believed, but found out wasn't true

 I'm back on the Long and Short Reviews hop after a short break, and this topic took a bit of thought since I was trying to avoid the standard Santa/Tooth Fairy/etc stuff. However, it did remind me of something that was a fond memory from when I was a kid.

We, like a lot of suburban neighbourhoods, had our own Santa who would come round the local streets on a float. As a kid I didn't believe that the various Santas in shops were the real one, since even I had noticed that there were several of them, but for some reason I did believe that the one on the float was the real one. Needless to say, it took me a couple of years before I realised that if I told him I wanted something but neglected to tell my parents about it, I wasn't getting it.

I did also, at one point, leave a note under our Christmas tree as I'd forgotten to ask for something and wanted to see if Santa had one going spare. The next morning there was another note under the tree saying he'd run out and to ask again next year. No, I didn't immediately realise the note was in my dad's handwriting, although I really should have. 

So what did you believe that you found out wasn't true?