Common Linq / Standard Query Operator mistakes/mis-steps?

Question

For programmers that do not come from a functional programming background, are there an mistakes to avoid?

Answer 1

IMO when you face LINQ, you must know these topics (they're big sources of errors):

Deferred Execution (on SO)

Closure (on SO - 1)

Closure (on SO - 2)

Closure (Eric Lippert's Blog)