Yes, I've missed trains because I've gone to the wrong side of a station where there's no entrance because the entrance wasn't clearly identified on OSM. 

Not just tube stations, but all public buildings including shops ought to be labelled at their main entrance rather than in some unhelpful geocentre. I've wasted half an hour getting off a bus at the stop nearest the label, only to discover that the stop is at the *back* of a large estate which is completely fenced on three sides with no easy way of getting from there to the entrance. Had it been labelled at the entrance rather than the geocentre I would have used a completely different bus and arrived at the correct side.
