Don't attack the scenery!
I had the PCs see a seen in the background -- a ship from the City of Greyhawk was out on the ocean, just visible from where the party was traveling on a coastal road. It was attacking a sea monster -- so it was obviously the magical equivalent of the Coast Guard, clearing up a shipping hazard.
Just a throwaway scene to establish the setting more. What does our doofus player have his elven fighter/mage do? He flies off to "defend the seamonster"! :rolleyes:
To make it worse, the party HAD JUST BEEN HIRED by Greyhawk to do a job. Double doofus.
My main regret to this day is that I didn't actually kill his character. The crew of the ship -- ready and willing to take out a seamonster -- would have eaten him for breakfast. I'm too damn nice as a DM.