Adnan Masood and David Lazar have a list of fallacies in the world of data science:
Extrapolating beyond the range of training data, especially in the case of time series data, is fine providing the data-set is large enough.
Strong Evidence is same as a Proof! Prediction intervals and confidence intervals are the same thing, just like statistical significance and practical significance.
These are some good things to think about if you’re getting into analytics.