Most people will tell you that being wrong feels humiliating or embarrassing. That is what it feels like to discover you are wrong. Before making that discovery, being wrong feels exactly like being right.
The worst thing we can do is to be to sure that we are right. Maybe we are but maybe we are only mostly right – or even wholly wrong. Very many religious teachers in Jesus time were sure they were right about him being wrong. These days, very many people would disagree.
The danger of being too certain of your rightness is that you become blind to your inaccuracies and errors. The sort of pride where you are not open to change can lead to no good.