They learned that no spell, potion, wand, witch, or wizard is infallible. Regardless of intent, magic is capable of backfiring in surprising ways. This is why it is so essential for witches and wizards to not only master spells, but to avoid using them carelessly. If not, someone may end up seriously hurt.
Floo Powder is a glittery magical powder that allows wizards to travel via the Floo Network. Using Floo Powder doesn't require a license and is a relatively fast way for wizards to get around. All wizards have to do is throw the powder into the flames and clearly state where they want to go.
It was Harry's first time using it, and he made the mistake of saying "diagonally" rather than "Diagon Alley." This landed him in Knockturn Alley. Harry would have been in a very bad situation if not for Hagrid.