Actually for many Machinist, we know full well when something has gone very wrong. More so when the equipment makes sudden and loud noises. Usually followed by a visit by the boss (worse when the owner is present). The occasional clouds of smoke are good indicators something is amiss as well.
Though the more annoying errors are those that are found hours, or even days, latter when two mating parts, don't mate correctly.
The hair pullers are when you spend a length of time manually writing a program, and the either the computer says there is and error or tries to do something you had not planned on. Like say use a boring head to rapid drill through the table. And you have to either rewrite the entire program, or go through it line by ever loving line.