A common mistake for beginners is to fail to listen to the audio as you shoot. The results can be disastrous.
A flaky cable, dead mic battery or nasty RF audio interference can all cause problems. And if you're not wearing headphones and listening as you shoot, any of these problems can ruin your recording.
Ideally, you should use circumaural headphones that cover the ear. These help isolate the sound to help you distinguish between what the camera is capturing and the outside world. And when you buy a camcorder, make sure it will accept an external microphone AND has a headphone jack.