Fallout 3: you can detonate a nuclear bomb, killing many people and nobody will think less of you as long as you make a generous donation to a church.

What, in Megaton?

Bomb yes, church no. Rivet city church. Giving water to beggars also works, but takes a lot of time. Donating few thousand caps to a church will make you saint instantly

I have learned that if I'm ever hungry or just plain famished from the heat of battle, but there's no grocery store or restaurant for miles, I can just crack my whip against a few brick walls and eventually one of them will crumble away and reveal a fully cooked and delicious ham the size of my torso. Thanks Castlevania.

I learned that if I miss my shot a snarky dog will come and laugh at me, and that I cannot then shoot the dog for being snarky, forcing me to endure his mockery. Therefore I do not try to kill things anymore (duck hunt).
There's always a way to make things fit, if you think hard enough (tetris)
Overweight italians have remarkable jumping abilities and have strange reactions to mushrooms.
A small cape can also work as a hang glider (batman: aa)
No matter what, humanity will find another alien species that has attractive females that we can mate with. Most likely they will be blue. Perhaps green. If tentacled at least the Japanese will be happy.
Humans are the smartest/most capable/most awesome race in the universe/existence/all dimensions and can overcome incredibly bad odds through sheer force of will and sexiness.

I learned:
to think creatively,
English lessons (persona 4),
Allies are stupid and can't do anything,
I die when trying to save everyone in multiplayer a lot,
I rock with non-scoped bolt action rifles (COD, MOH, RO),
to predict upcoming events,
Round house kicking zombies is a good way to take them down,
I can win a war with a pistol (MOH:heroes 2),
try try and try again.

When you see what looks like a dead necromorph on the deck, its never dead, just shoot it from range and save yourself some bother (dead space)
Never trust anyone because they'll invariably screw you over 2/3 of the way through the game (pretty much every game released in the last decade)

Every COD game after the first one: You are some kind of superhuman bastard with healing powers and you can just run around or hide and you'll magically get full health.

You can shapeshift into the enemy and jump 100 feet in front of them and they wont give a shit. (Prototype.)

MMORPG's
"Many men online role playing girls"

From Max Payne himself:
Pissing off a person with a baseball bat while you're tied to a chair is a smart thing to do.

Disgaea: Apparently, some people can live for well over 1000 years and yet still act like twelve-year olds.
Disgaea again: Penguins explode when thrown. For best results, throw a penguin into a a group of other penguins.
Disgaea a third time: Never ask the girl with the anime fixation to do your narration. The stuff she says will have almost nothing to do with the actual plot.
Disgaea #4: The best possible team for invading Heaven and taking down the head angel consists of a few teenagers, the cast of a '50's sci-fi show, and some random... things... you found out in the wild and savagely pummeled into becoming your slaves.
RPGs in general: You never get XP for all the cool stuff your character did in the cutscene. Not even a little bit.
Broken Sword: Shadow of the Templars: When you're fleeing from a burning building full of explosives, the people who were chasing you will almost certainly stop to put out the fire instead of continuing to chase you or trying to get to safety.
Broken Sword: The Smoking Mirror: Never trust an ancient Mayan death god. They won't even wait until your back is turned to stab you.
Broken Sword II again: If you carry a "lucky" piece of coal everywhere, really strange things will happen.

Legend of Zelda: Twilight Princess: Strange imp-like shadow girls are people you should always obey absolutely, even when they treat you like crap. Don't worry, they'll gradually grow on you, and at some point they'll develop incredible magic powers to help you in times of trouble. Of course, they'll still ditch for seemingly no reason, but still...
Most Games: Don't be afraid of death. You can always reload or respawn; the veil between this world and the afterlife is merely an inconvenience.
Incoming Forces: Ground troops don't do anything besides walk around and get blown up. Also, the ground troops of Earth will all be issued cigarettes instead of anti-armor weapons in the distant future.
Dawn of War: Firestorm over Kronus: You really CAN'T take out a heavy tank by blasting it with a fully automatic grenade launcher (that's what a bolter pistol is, right?), but you CAN destroy it with a hammer. Ditto for large buildings.
Sacrifice: When you get right down to it, all the gods that aren't really silly are jerks. However, atheism isn't an option, because that will result in the destruction of the world.
Maurice Ashley Teaches Chess: Chess!

Monkey Island 2
If a woodchuck could chuck wood, he would and should chuck wood. But if woodchucks can't chuck wood, they shouldn't and wouldn't chuck wood. Though were I a woodchuck, and I chucked wood, I would chuck wood with the best woodchucks that chucked wood.

Dragon age origins:How to be a grey warden,kill darkspawn,slay dragons and get blood out of my armor.
other games:how to turn self in to a lich,how to be a paladin,how to be a necormancer.
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kill things,kill things with fire and more fire,magic can fix any thing,all you need to be a god is to be worshiped by a cult or something,how to summon demons,trap souls in items.
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be a bad guy that wins in the end,how to build a stronghold,how to make a trap,all ways have a ten foot pole with you at all times,its a trap,a glowing sword is much better to have in a fight then a gun,a wizard did it.
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never miss with a lich,how to train a army, how to fail at training a army, a skilled fighter can take down many a unskilled warrior,the best fighter in the world will sooner or later fall to the great number of enemy orcs.

Mount and Blade: Everyone besides you is a pussy in combat. Shred them with the halberd! MWUHAHAHAHAHAAHA!!!