The first time I got a hardcore character to post golem (in expert level world), I was really worried about dying to moon lord, or a solar pillar enemy or something - because those were by far my most common deaths when playing normally. So I was stalling a bit, just building stuff and trying out different weapons, and generally just messing around - waiting for the right time.
Anyway, that character ended up dying to a illuminant bat. I was building something in the caverns, and basically ignoring enemies because I didn't think they were a threat. I'd killed hundreds of those bats, and I thought they basically couldn't hurt me - so I was just focusing on my build rather than the enemies. ... I was so shocked when the character died. Apparently it didn't occur to me that the bats *were* a threat when I was using my building gear rather than my fighting gear. It had taken *ages* for me to get to that point; and I didn't even get to have a shot at one of the battles that I was actually worried about. So that was painful. A totally anticlimatic silly end to an otherwise great run. Usually I delete the hardcore world after losing - but this one I'm keeping as a reminder.
After that, I started a new character with new knowledge and determination; and today I got the hardcore victory. It turns out that moonlord et. al. aren't too bad if you are prepared. I played poorly in the fight, because of nervousness, but still won comfortably. And the painful losses from earlier hardcore characters make the ultimate victory feel a lot better.