There are quite a few.
Perhaps the most pernicious is that you're overweight because you don't exercise enough.
Plus it's trivially easy to eat more calories than you burn, if you eat the modern diet.
You've got to run 5 miles to burn 500 calories.
It should build muscle.
If you don't train to build muscle, you're losing it.
Your body doesn't lose exercise benefits in a few days, or even longer.
(Doesn't mean you should be sedentary, of course.)
If you don't rest and recover, improvement will falter.
Muscles grow outside the gym, not in it.
That's how people end up running for hours.
Exercising at lower intensity than you're capable of will not improve your fitness.