That Ben Franklin didn't discover electricity. Government did around 1880.
That Canada never gained independence from the UK, and Northern Maine still belongs to the UK.
That cottage industries could make machine parts anytime, but no one thought to make it into a major industry until the government discovered the technology.
That the US could have avoided the Civil War by abolishing slavery. UPDATE That the American Civil War was inevitable.
That nothing was discovered without initial government investment, and the government could research only one thing at a time (also a lesson from Civilization).
China exists as a buffer zone between Russian Siberia and British India.
That Garibaldi had nothing to do with Italian unification. Good ol' ass-whuppin' did.
That finding the source of the Nile was not possible on the first expedition. (read the event files if you don't believe me)
That Germany couldn't be formed without either taking the crown from the gutter or by the North German Confederation.