One of the most challenging parts of playing by the rules of golf is that there are so many rules (not to mention local rules that can modify the general rules).
It's hard to remember what to do when. For example, when taking a drop from a red marked hazard, you drop within two club lengths of the red marked margin but when taking relief from immovable obstructions, you get one club length from the point of nearest relief.
Here's an interesting story to illustrate... the other week I played in a tournament and was behind a very slow two-some. One was very old and the other either pull-hooked his drive or sliced it badly.
While waiting on the 10th tee, I went to help them look for a ball (the guy had sliced it 30 yards right). After looking for about 5 minutes, the slicer pulls another ball out of his pocket and drops it close to where he thinks the ball was lost. I then pointed out that he had to tee off again.
The older gentleman then went on a tirade explaining that his partner could drop a ball and take a two stroke penalty. He stated "Read the rules of golf, it's right in there." Rather than get into a heated argument, I didn't press the point (and fortunately the original ball was found).
It's not surprising how a convenience to help speed up play (taking two strokes rather than going back to the tee), becomes (incorrectly) attached to the rules of golf. As I mentioned at the beginning, there are so many rules (and decisions associated with the rules), that you can hardly know them all.
This is not to say that you shouldn't take the time to learn as much of them as possible, but I'd guess that most casual AND hardcore golfers break the rules each round without even knowing it.