A specific example: how safe is it to use a condom? When you look at the statistics of pregnancies per user per year, it is important to understand that a person who says "uhm, I usually use condoms, but I kinda forget to put one on at 50% of occassions" is still classified as a condom-user. So the safety for you is probably much better than the statistics suggests.

Another example: homeschooling. Seems to me there are essentially two types of homeschooling families: smart conscientious people who want to give their kids better education than the school system typically provides; and religious or other fanatics who want to protect their kids from exposure to sinful information. If you consider homeschooling your kids and look at statistics, it is important to realize that they are based on the average of these two groups, so your chances are better.

In both cases, the problem with looking at statistics for group B is that the group B has a big variance, and you have a good reason to believe you are much better than the average of B. (The group A may be better on average, but maybe it has much smaller variance, or maybe just you personally don't have the same kind of advantage in A that you have in B.)