Not really embarassing per se, but probably dumbest was on teh Nurburgring trip last year. I did something I've never done before in 19 years of biking - left my keys in the ignition for the entirety of the ferry trip.
Well, at least the bike couldn't really go anywhere.
Thing was I went and kept leaving them in the ignition throughout the entire trip! Odd, as I've not done it since either.