1) assuming the user understands what they want/need - this is rarely the case. Figuring out what they really need is your job.
2) assuming that what you are building is something the user wants - until people use it, you have no proof for this. Lots of startups fall into the trap of building stuff that nobody wants or needs.
3) assuming what users ask for is actually what they need - always figure out why they are asking for this, whether they are actually going to use it if you build it (I've had cases where we built stuff that was never used), and what it is worth to them.
4) assuming that what your sales people say the customer wants is actually what they want or need. This one is tricky. I've had sales people go "unless you build X, I can't close the deal" and then you build X and it doesn't make a difference. Reason: the sales person's analysis was wrong.
Especially with new products, figuring out if it is something users want is tricky. Do users actually like the new thing? They won't be asking for it because it is a new thing. You have to pitch and explain the thing to them and even then they still might not get it. Only when you show them the thing and they like it will you get some confirmation that this might be something they want/need.
The classic example is selling cars when they were invented is that all customers ever asked for was faster horses.