A good deal of problems can arise from blindly clicking. Clicking hastily on or "offline" is not a wise thing to do but many people do it. Why I am not sure. Hopefully I can cure most of you of the habit by showing just a few examples of places, products and services that take advantage of these clicking jitters people seem to have.
First off I have to say that I had to disable my adblocking service & delete my host file in order to capture these images. I will tell you what I use later on but I must say that I rarely see ads online.
Downloading plugins & then some
This image I captured from adobe's flash plugin. The extra install changes from time to time but one thing I have noticed, especially with Internet Explorer, is that it takes a moment for the "also install" dialog to show up. So if you click the install now button to quickly you never even see the extra install. This extra install bit happens with several broswer plugins and for the most part is harmless it is also unnecessary. Usually consisting of toolbars and virus scanners.
Downloading Programs 
Most of the programs installed on computers today
are downloading online first and then installed. There are a good deal of legitimate sites that host these files for legitimate companies. Download.com & Tucows.com are examples. However they both pay bills with advertising. Often times those ads use methods like the one above. Large DOWNLOAD NOW buttons knowing that you are there to do just that but not for what they are offering. Be patient and wait for your

download to start and always read what you are downloading and how to do so. While these downloads are usually not viruses they usually useless and often annoying. You are usually taken to a different website once you click the banner but it often just displays another download button that starts the download. The programs while harmless are annoying and often want you to pay for services that others offer freely and better.
Free stuff
Free music, movies, apps and even porno. When it comes to this, especially the later, people are much more eager to click to get what they are looking for and free. Advertisers know this and so do those writing malicious programs. More often than not whatever you want for free may cost you if you are not paying attention. While there are decent places out there for such things there are always ads & apps that get by even the best of places.
Advertising & Websites 
The image to the right came from an ad from a legitimate website. I ran a search for AVG and these were the sponsored results. Only on of them lead to AVG's website the other two were companies I have never heard of before. One had fake AVG logos and wanted my credit card number. These sponsered results show up everywhere and despite the best efforts from companies to filter them out there are others still that work to put them in front of all others. In this case the ones that may seem legit may not be and like the others always look and read.
Applications

Once you have downloaded your program you still have to mindful of what you click. Run through the install to fast and you could miss all the extra adon's the program is installing. Usually companies get paid to add toolbars, change your start page, change your default search engine or add extra programs to the install. If you don't read through the install carefully you could end up with a browser that looks like this.

I myself use
Firefox with
adblock plus and/or
Chrome with
adblock as well as editing my host file with the help of http://www.mvps.org/winhelp2002/hosts.htm
Keep in mind the sites that you frequent often and enjoy using pay their bills with advertising often based on a pay per view ad deal not just pay per click. So try to remember to disable the software for your favorite sites, just be careful what you click.