Even after mentioning to them multiple times that they "don't need to fight the enemies" and "they still haven't checked the Northern path yet", they still chose to fight the monsters then were surprised when it nearly killed them. Really, I don't think they're going to get the message until it DOES kill them. My players aren't as retarded as many, but something tells me they aren't really cut out for what my game is trying to go for. They still enjoy it, but they're not getting the best experience they can because they just don't pay attention or think very critically.
I think that sometimes players get trapped in the mindset of assuming that a tabletop game plays out in the same way as a video game, where you have to clear everything in order to progress, or things are scripted in such a way that you have to succeed, or something like that. They apply lessons that they've learned from vidya and then become befuddled when it doesn't play out how they think it will.
I'll give an example from my session this past weekend. Our original DM came back for a one-shot involving a fungal takeover of Phandalin, with our party investigating the town and the body horrors caused by fungal infection. We eventually determined we need to head below the town to tackle the source, and after fighting some fungal monstrosities, the cavern started to collapse as an entity appeared to purge the remnants. A pathway was revealed that led back to the surface, but as we began to escape, it began collapsing behind us. Meanwhile, the townsfolk that were previously being controlled by the fungus snapped out of it and begged the party to help them escape. However, disintegrating beams were wiping them out yet seemingly sparing our party members. The DM then asked us what we wanted to do.
Now, given the context here, the logical answer was to get the fuck outta Dodge. The entity that was cleaning up the remaining infestation was obviously protecting us since the beams were not targeting us, and the pathway collapsing was clearly to prevent the infected villagers from avoiding the purge. Seems obvious, yes?
Five out of seven party members chose to run back and save the villagers. Only two of us (myself being one of them) ran like hell and didn't look back, and we got away safely. Going back proved to be a waste of time, as anyone they tried to save was indeed disintegrated. The group did manage to come up with an idea to escape involving a teleporting pet and rope, but one of them still perished in the cave collapse, and the remaining four barely managed to get away before the entire town got pummeled into a crater. Afterward, the DM told me that he should have just killed all of them for being stupid, but he was feeling lenient (except for that one death due to bad rolls on the player's part).
But this illustrates my point fairly well. Players frequently fall into a trap where they assume that things will work out just because they're being the good guys, throwing out common sense as they charge headlong into a situation that they're clearly not prepared for. You can make it as obvious as possible that a particular path is a bad option, and you'll still have players take it because they think they're supposed to. Makes for quite the teachable moment, though.
(The other fun part of that one-shot was that, any time the DM noticed a player wasn't paying attention to the game, he'd inflict 1d4 psychic damage on their character. He never explained why, and everyone assumed it was just something to do with the fungus. I only caught on right at the end.)