Diluting your hand has been mentioned, but I would like to add its sister vice:
Not paying attention to the rate at which you can move through your deck.
or put differently
Not making sure that your next pass through your deck will only take a few turns, particularly during early and midgame play
Failing to do this can make it nearly impossible to really adjust to the different phases of the game. What those phases are depends on your strategy for the setup, but you almost always have stages you move your deck through. If you build a giant deck with multiple buys that takes 10 turns to get through, making such transitions can become almost impossible.
Failing to do this also slows the rate at which new cards actually provide additional advantage to you.
So if you are acquiring cards rapidly, make sure you are also acquiring cards that move you through your deck rapidly as well.