Very early on with my first computer I messed the system enough to need formatting hard drive, but I didn't really lose anything at that point.
Then there's a PC my dad rescued from junk pile which used to crash once a month or so and needed reinstalling OS (XP) numerous times; it's been running clean couple years now and the next time it crashes will be worst thing ever happened to me.
And once a desktop scared me, stopped working. Some part had come loose from motherboard - still not sure what exactly it was, some sort of processor held by two plastic pegs, one of which had come off. And in worst spot, had to remove half of parts to fix it.
The worst thing that happened was the fan started making a loud noise and then the whole computer shut down. I tried to turn it back on after waiting an hour but nothing happened. The computer was old so I decided not to have it fixed and got a refurbished computer at a good price.