With the easily accessible knowledge of today's first-world societies, I wonder if we're relatively more adept to strategizing and avoiding trickery.
Are there any examples of people regularly making obvious blunders, maybe military leaders or explorers?
In ancient times the best strategy to avoid trickery was not to trust people you did not know. Parental links and friends' recommendations were much more important than today. When it came to listen to stories by travellers, people saw no harm, but when risking property or personal safety everybody was much more cautious. It was okay to believe that Unicorn horn could cure pox (anything can happen somewhere else), but it wasn't okay to buy such horn from a peddler you met on the street (why should I trust you, anyway?)
In what I have read, I would actually argue the opposite. In Roman times, people were extremely cautious when travelling, especially in foreign areas such as Gaul (france) before it was conquered or Germania and of course other places beyond. Even around Rome there was an issue in the first century BC when raiders would go around snatchin g up unarmed travellers and selling them off to work in mines as slaves! (Augustus was claimed to solve this by setting up guard posts around the road. Check out Suetonius' account of Augustus)
In foreign lands, like the ones mentioned above, the Romans had a hell of a time dealing with people like the Gauls, Germans, and Britons in Europe and Medes out in the East too. They basically trusted no one they dealt with, and would try to deceive them too if they seemed vulnerable enough. A common negotiating tactic used by Caesar and many other Romans to make sure there wasn't any funny business was to demand leaders to give their children as hostages to him. So if they broke the deal, he would kill the hostages.
For more info on that, check out Commentaries on the Gallic War by Julius Caesar or if that's too challenging (it requires a lot of context to understand) Philip Freeman does a good job describing Caesar's exploits in Gaul in his biography.