The Ruy Lopez is also known as the Spanish Game and, more affectionately, as the Spanish Torture.
A common mistake for Black to make early in this opening is:
1. e4 e5
2. Nf3 Nc6
3. Bb5 Bc5
Because this allows White to take the pawn, 4. Nxe5 ... if Black takes back with 4. ... Nxe5, d4 decisively gains control of the center.
Update (February 10th, 2001): dunne has pointed out to me that, in this variation, Black can play 4. ... Bxf2+
After 5. Kxf2 and 5. ... Nxe5, 6. d4, Black's position wouldn't be too bad indeed.