A little clarification. What's something they tried to do that was basically impossible but because they got a NAT 20 thought they could.

Did you let them redeact it, just face the consequences of it, roll with it?

Here's a small list of thing my players tried to do with a nat 20 they were still kinda new so we redacted almost all of these and they did something less stupid but more feasible afterwards.

The traditional seducing an ancient red dragon.

Convincing an evil guard to unalive himself.

Safetly landing from a 700ft fall because you try to tuck and roll at the last second and transfer your momentum to inertia or whatever they said (they were wearing plate with a homebrew tower shield and had a dex score of 8).

Challenging the avatar of Baphomet to an arm wrestling match. Take a guess who tried.

Trying to inconspicuously steal a holy relic in an otherwise open room with 2 dozen or so priests/priestess gathered in prayer around it.

The same guy who attempted the jump trying to dive into the ocean and retrieve a sinking chest all while refusing to let go of the tower shield.

I swear the Druid and the Rogue were the only two sensible ones most of the time. They all learned though and started making "better" decisions afterwards, still was a lot of fun playing with them all.