Nearly all my comments so far are about books but Jackson's Classical Electrodynamics provided a turning point in my understanding of E&M.... and took over a year (of pain) to get through.
On the other end of the 'spectrum', Griffiths Intro to Electrodynamics is extremely readable and just as good.
One early misconception I had about EM was that there were discrete 'lines' of force. I guess this either arose from iron filings experiments or from the way the diagrams of fields are (perhaps unavoidably) drawn. But now I know the fields are continuous.
To be fair, this is about classical electromagnetism.
What is annoying though, it is the pervasive practice according to which some authors completely ignore H ("intensity of the magnetic field") while others pretend to know nothing (and nor should their students) about B ("magnetic induction").
Somewhat less annoyingly, the teachers of electromagnetism rarely introduce the students to the formulation in terms of differential forms, which many consider a better, more intuitive way of doing electrodynamics compared to vector analysis (which student still should learn, of course).