Walking instead of rolling
The number-one run-ender is treating Enter the Gungeon like a stationary shooter. You are not. The roll is your movement: about 0.7 seconds, invulnerable for the first half. Roll through patterns; do not walk into them.
Burning blanks early
A blank is panic insurance, not a damage button. Spend it when a pattern is about to delete you, not to clear chip damage. Most shrines and rooms are survivable with rolls alone.
Looting a live room
Grabbing every chest and gun while enemies are still shooting gets you killed. Clear the room, then loot. Chests open by rolling into them, so the looting itself costs you nothing but a roll.
Misreading shrine costs
Shrines look free and are not. The Ammo shrine costs curse +3.5; the Fallen Angel costs a heart container for +25% damage. Read the trade before you commit — a bad shrine can end a run that was fine. See the shrines guide.
Fixing the habit
Before each push, ask: am I rolling, or am I walking? If you are walking, you are already in a bullet.