Not understanding how a DBMS works under the hood.
You cannot properly drive a stick without understanding how a clutch works. And you cannot understand how to use a Database without understanding that you are really just writing to a file on your hard disk.
Specifically:
Do you know what a Clustered Index is? Did you think about it when you designed your schema?
Do you know how to use indexes properly? How to reuse an index? Do you know what a Covering Index is?
So great, you have indexes. How big is 1 row in your index? How big will the index be when you have a lot of data? Will that fit easily into memory? If it won't it's useless as an index.
Have you ever used EXPLAIN in MySQL? Great. Now be honest with yourself: Did you understand even half of what you saw? No, you probably didn't. Fix that.
Do you understand the Query Cache? Do you know what makes a query un-cachable?
Are you using MyISAM? If you NEED full text search, MyISAM's is crap anyway. Use Sphinx. Then switch to Inno.