I also had a friend in school who used to, for whatever reasons, name his files using characters drawn from a pool of only two characters. One being "." the other "*". Please don't ask me why. He would then try to delete some particular file. You can well imagine what would happen next. This happened multiple times, till I went ahead and populated his directories with "-i" files. That worked great.
I usually keep rm aliased to 'rm -i', but once I did get burned. It was not because of hitting return early but because of having a space between a directory and the trailing "/".....while running rm as root. It was taking a bit longer than I had imagined, so I looked again at the prompt to see what had I typed..$#@!&~ :)