Keyboard combinations and keyboard mistakes. I'm a longtime Mathematica user but am surprised by the recent inadvertent results when trying to add comments to input. The second line below, the red square, is particularly problematic. It appears at the beginning of the input line and will change the properties of what is usually a variable and assignment operator (set). If it occurs with a variable that is subscripted, I have to reboot Mathematica; undo, Clear[], ClearAll[] will not fix whatever that red square does to my subscripted variables. The freeform input symbol shown is easy to search for (orange box with equals sign), but not so with the red box and other mistakes shown....

Don't perform operations on whole arrays by indexing individual elements....

Horrible:
output = ConstantArray[0, Length[data]]; 
For[j = 1, j <= Length[data], j++, output[[j]] = Sin[data[[j]]]];
output

Bad:
Table[Sin[data[[j]]], {j, 1, Length[data]}]

Nice:
Map[Sin, data]

And if the operation is Listable... Best: Sin[data]

Subscripted variables are a pain...use [i] indexing instead.

Import and "CurrencyTokens"

Perhaps not 'common' but I was bitten by it twice until I made it 'my' default for data import. I assume for some legacy reason the stripping of currency symbols is the default behavior of the Import[] function. Seems an odd default behavior to me and worse the default behavior is not pointed out as boldly as I think it should be in the documentation.

Import[   , "CurrencyTokens" -> None]

Alternatives to Reap/Sow

1. I would like to mention Table[] in addition. In complicated situations, Reap and Sow maybe be a better alternative, but I've seen quite a bit of beginner's code that looks just like the Do-AppendTo loop above. In that particular case, Table[] is superior both in speed and legibility. It's about 20 times faster than the Reap version:

data = Table[RandomReal[x], {x, 0, 40000}];

(Asides: In some use cases, Map may be an even better choice. Also, many functions are "vectorized" or have special cases for efficiently constructing arrays; for instance, RandomReal[1, 40001] * Range[0., 40000.] produces nearly the same data 150 times faster than Reap, the maximum relative error being less than 10^-12 -- learning to think computationally in terms of arrays can speed up code significantly.)

2. Let me also add linked lists as an alternative (see also this answer by Leonid Shifrin). It is 5-10% faster than Reap & Sow.

data = {};
Do[data = {data, RandomReal[x]}, {x, 0, 40000}];
data = Flatten@data;

If the data is an multidimensional array, then we can structure the flattening operation by using a special head.

Block[{ll},    (* not necessary if  ll  is undefined *)
 data = ll[];
 Do[data = ll[data, RandomReal[x, 2]], {x, 0, 40000}];
 data = List @@ Flatten[data, Infinity, ll];
 ]

Example timing:

SeedRandom[0];    (* for reproducible randomness *)
data = Reap[Do[Sow[RandomReal[x, 2]], {x, 0, 40000}]][[2, 1]]; // AbsoluteTiming
(*  {0.097571, Null}  *)

SeedRandom[0];    (* for reproducible randomness *)
dataLL = ll[];
(Do[dataLL = ll[dataLL, RandomReal[x, 2]], {x, 0, 40000}]; 
   dataLL = List @@ Flatten[dataLL, Infinity, ll]); // AbsoluteTiming
(*  {0.08676, Null}  *)

data == dataLL
(*  True  *)

New in 12.2, ApplyTo x//=f

It's included on the Input Operator Forms webpage.

see "x|->f — new syntax for Function with named variables"

btw your post is the only bookmark I am keeping from this community site.