While it's easy to lose your audience by having your character make a stupid choice, there are lots of ways protagonists can make bad decisions in ways that draw readers in. All of these take some thought, consideration, and planning, so you might as well make them pay off for you as a writer. In other words, don't skimp on disaster.
This may seem obvious, but many writers identify with their characters. They don't want them to suffer, and they let them off the hook. It is a hard thing to become the torturer of a hero or heroine you love. Do it anyway. As Nick Lowe said, "You've Gotta Be Cruel to Be Kind."
Other writers don't do the work. They don't dare to imagine how bad things can get. Take a chance. Sort through each level of Maslow's Hierarchy and imagine a single choice or an unfortunate combination of choices depriving your character of essential needs, including life itself. You don't have to (and often shouldn't) hit your hero or heroine with the most extreme consequences, but it doesn't cost anything to consider them.
Whatever the results of a bad decision, they must make the protagonist's failure more likely. Ideally, they will raise the stakes as well. If you lose the race, you won't just be humiliated. You'll lose your job. Ore maybe your life.
Rejecting the idea of bad things seems to be wired into a lot of people, so the consequences of bad choices must be undeniable. Make what happens to the hero or heroine clear and unmistakable. This is one case where it is good to be repetitive. Subtlety will only work against you because it will diminish the impact or even make readers resentful if, later on, they illusion of everything being okay is shattered.
Similar to this is the requirement to make the disaster irreversible. Yes, a broken leg can heal, but not before the big game. And it's best if the leg is simply amputated. Whatever happens after the disaster, the protagonist can never be the same again.
Do make sure the consequences are out-sized. Consequences that follow reasonably from a decision tend to be predictable, moderate... and less interesting. Always make sure they feel unfair. If possible, include a nasty surprise.
Once you have settled on dreadful consequences, don't hesitate to turn the screw. It always feels worse if it is a surprise. I'm not a fan of complete surprises, though they can work and be reasonable. Usually, some hint beforehand keeps the reader from feeling manipulated. Or you can have karma catch up with the hero. That's when he or she gets away repeatedly with an action that should have consequences (say, teasing a lion or posting cartoons that mock a powerful villain). Then there is an overreaction. Bang.
You can also increase the pain by having the disaster happen because of trust. When a protagonist does something, even though it feels a little risky, because a friend or lover offers assurances or encouragement, and then horrible results are suffered because of the trusted person's betrayal, it can be agonizing.
Often, the hurt is worst of all when innocents and/or loved ones suffer the consequences. This heaps guilt and shame on the protagonist, which can trump physical pain and make something like a limp or a disfigurement a lifelong reminder of failure.
In his terrific book Story, Robert McKee asks writers to explore damnation. There is no middle ground in the best fiction. It is about pushing the story to its limits. So seek damnation.
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