Creating unwarranted confidentiality procedures can be confusing to subjects.
For example, if you are not collecting the subjects' names or other identifiers, it is not necessary to keep their responses to a questionnaire in a locked file or to provide assurances that only the research staff will see the data.
Not knowing what information is sensitive and needs to be protected in the country where you are doing your research.
Not giving yourself enough time to secure a Certificate of Confidentiality if you will be collecting identifiable information that might be subject to subpoena, such as information about illegal activities.