I guess it depends how in-depth you want to go! The more you look at different types of organisms, the more you start finding out weird things about what is and isn’t related. Here are just a few examples that I can think of:
The slow worm, sometimes called a deaf adder or a blind worm, is neither a worm nor a snake, but a type of legless lizard. But snakes themselves are actually a type of legless lizard as well! The extinct mosasaurs were also a specialised type of lizard, but New Zealand’s tuatara is not a lizard at all, despite looking very much like one.
The killer whale is a species of dolphin, but all dolphins are themselves a type of whale, so that one’s not really a big deal.
The sawshark is a type of shark, but the very similar sawfish is instead a ray, despite looking very much like a shark.
Termites look very much like ants and are sometimes called ‘white ants’, but they are not closely related, and in fact termites are a type of cockroach, whereas ants (and bees as well) are a type of wasp!
Similarly, aphids are sometimes called ‘greenflies’, but they are not a type of fly at all — and neither are dragonflies, butterflies, sawflies, or mayflies.
And oddly enough, insects themselves are actually a type of crustacean! Within crustaceans there are many crazy things that don’t make sense — e.g. hermit crabs are not actually a type of true crab, and mantis shrimp are definitely not shrimp!
Caecilians look rather like large earthworms, or perhaps an odd snake, but they are actually amphibians. Blind snakes are also often mistaken for worms, but they are indeed snakes, as the name suggests.
Some animals, like corals or sponges, may be mistaken for plants or for each other, but of course they are animals, and they are not very closely-related to each other either.
Eels and sea snakes may easily be confused for each other, and there are many different types of fish that have taken on an eel-like body but are not closely related.
As well as harvestmen like you mentioned, there are also many different arachnid groups that might be mistaken for spiders and scorpions — vinegaroons, amblypygids, solifuges, schizomids, and even non-arachnids like sea spiders, bat flies, some crabs, and mimics like the spiny leaf insect.
Jellyfish, comb jellies, and salps look very similar to each other, but none of them are closely-related at all.
Eagles, hawks, and kites are all closely-related, but falcons are completely different, as are owls and their unrelated lookalikes, frogmouths.
Worms are probably the worst of them all! Earthworms, tapeworms, ribbon worms, peanut worms, nematode worms, acorn worms, ship worms, penis worms (yes really!), acoel worms, tongue worms, thorny-headed worms, horsehair worms, horseshoe worms, slow worms, jaw worms, arrow worms, and velvet worms are all in completely different phyla, so they are about as distantly-related as it is possible to get within the animal kingdom!