Some of the top of my head, as I am on travel.

Most Japanese leaders thought America would just accept the Greater East Asia Co-Prosperity Sphere after losing their Pacific Fleet at Pearl Harbor. Turned out, not so much.

Allies thought that they would have months to respond to France's defense, instead of weeks.

The British thought that daytime strategic bombing wouldn't prove practical. However, I think there really wasn't a better alternative despite the high losses suffered when the Americans did it.

The Germans thought that the Enigma code was impenetrable after they added another wheel of complexity.

I recall that there were several leaders who doubted Europe could be invaded after 1941. This led to the North African campaign to soften the belly.

Firstly, as in all wars it was expected to be a lot like the First World War. This in part explains why France and Britain did not attack Germany while Hitler was busy with Poland.

The British in particular felt very susceptible to bombing. They expected that Germany would bomb their cities and create anarchy and demands for peace that the government would simply have to cave in to. This partly explains British success in the Battle of Britain... her radars and fighter force had been a major part of pre-war planning.

A corollary of this was the British were confident they could bomb Germany into surrender. Both the British and German population showed a lot more resilience to bombing attack that their leaders expected.

The role of tanks was controversial. The French and Polish parcelled them out in small units all along the front to support the infantry. The Germans concentrated their armour in Panzer Divisions to undertake highly mobile warfare, with no regard for their flanks and relying on shock action. The British tried to sort of have a bit each way.

German success in France settled the matter, and all nations had to set about copying the Panzer Division idea and inculcating the offensive mindset.

Another pre war controversy was battleships versus aircraft carriers. Traditional admirals were loath to give up on the idea that big guns would decide naval battles, and they did much to play down the importance of aircraft and the vulnerability of warships to bombers. In the event, battleships were mostly of very limited use and aircraft carriers decided the naval war, in both the Pacific and (to a lesser extent) Atlantic.

This is a very broad question. Is there an particular area of interest? And do you mean predictions prior to the war or during?

It's fairly common knowledge, but among the more famous false predictions was the German general staff's grotesque underestimation of Soviet capabilities. From the diary of Franz Halder:

July 3rd 1941:

I am therefore not exaggerating when I say that the campaign in Russia was won in fourteen days.

August 11th 1941:

At the start of the war [with the Soviets], we reckoned on some 200 enemy divisions. Now we have already counted 360. These divisions are definitely not armed or equipped in our sense, and tactically they are in many ways badly led. But they are there.

It never fails to shock just how utterly German intelligence failed on that account.

Unfortunately (as it is a topic I'd like to read too!) this is a really broad, trivia-centric topic, so I had to remove this. "Failed predictions" could be a Tuesday Trivia topic though, so I would encourage you contact /u/caffarelli, as she runs it.