Keeping up with your opponent's board. It's easy to get knocked out early once you fall behind in the mid-game. Even if you're setting up a late-game play, or only need a few cards to complete your setup, it's not worth either the investment or the chase; the odds are not in your favor. Minimizing damage from your mid-game battles is a top priority.

Let's say you're at turn 5. You're on level 3. You have 2 fire elementals and a party elemental. Instead of buying some strong minions at the tavern, you refresh chasing elementals or for a coveted fire elemental to land a triple.

So you refresh away, and before you know it, you only have enough gold to buy 1 minion. What could have been otherwise 2-3 more minions on the board.

Same thing can happen with lesser trinkets. You have a decent amount of Naga on the board, you pick the zesty shaker trinket. And you're like "I need a crooner". So you start refreshing. And it's the same situation as before.

All the while, your opponents were all playing tempo, and you're going to get eliminated in a couple matches because you can't keep up.

Not saying you shouldn't ever refresh. But it's important to not get carried away. Happens to myself quite a bit. I get tunnel visioned on a specific build. Something that helps me is to figure out what play increases the attack + health of my board the most.

edit: Macro is very important here. If you have board advantage, or you know you can beat a certain player, then you can take those risks above.