Now don't laugh, but when I first saw TESB, I thought Vader was actually on Dagobah and that when Luke fought him and beheaded him I thought he'd actually killed him. Then when Vader showed up in Bespin I was utterly confused. It didn't make sense to me. I was like: Wait… wasn't he dead? And when Vader's helmet explodes and we see Luke's face, I actually though Vader was Luke's twin brother or something.