My old DM's favourite was the good old "you sure about that?"
Now and again they'd ask it as a bluff, so you never knew for sure if they were serious or not
It's always great when the DM asks the player if they're sure about that and the player still does the crazy thing, and then gets mad about the consequences.
Played with one murderhobo that attacked 7 town guards in the town square without warning by themselves. The DM asked the player if they were sure ans the player still proceeded. When the guards attacked back and killed the player's character (all while the rest of the group just watched as this wasn't the first time dumb shenanigans happened), the player complained. "It's what my character would have done." and the DM responded with "it's what the guards would have done."
Suffice to say the next session that player had a new character that made slightly smarter decisions.
My old group had the opposite problem sometimes. In one campaign, we ended up with an NPC perma-drunk street urchin who was too obnoxious for his own good, and just kinda tagged along with the actual party because it meant he could get a free meal as long as they tolerated him. He was meant to give the characters some hints for the campaign and then get chased off or locked up or otherwise removed, but the party basically instantly adopted him, tried to teach him some manners, got him out of trouble whenever he did some Really Dumb Shit™ like groping a city guard or telling a priestess to go f- herself or barfing on the druid's familliar. I think our DM was a little frustrated for a while that the one-off character he pulled out of his ass just to deliver a message ended up becoming a full-time job for him to play, despite his efforts to get the character killed or left behind.
Fast forward a couple of (in-game) years and what was once an annoying little shit is now an resposnible adult running his own tavern, in which our party frequently resides. All is well that ends well, I guess ;)
(still, that DM never again brought orphans into the play, just in case.)
"Are you sure you want to do that?" - You were until they asked. The tone and emphasis varies depending on whether its something that might be risky (even if the gm knows it will pay off) vs when it's something the character would obviously know not to do.
"You can try" - One of three possible responses to any question starting with "can I...", the other two being "that's not how that works" and "not if you want to continue playing with the rest of us."
"That is weird, isn't it?" - Something doesn’t add up. Is it a plot hole? Did the gm make a mistake? No, of course not, there's just more going on here than you know. Be sure to also use it when there really is something they don't know, as well as when they are just making wrong (but not game disrupting) assumptions. Say it often, knowingly, and with just a hint of smug satisfaction.
This one is particularly funny to me since I am the only player in my group that meticulously denotes not only what I have, but where I have it. From the container to the placement of that container. I tend to play liars and sneaky dudes a lot so I have all kinds of hidden compartments in my clothing and even my tools to stash things.
Placing a portable hole inside an extradimensional space created by a bag of holding, handy haversack, or similar item instantly destroys both items and opens a gate to the Astral Plane. The gate originates where the one item was placed inside the other. Any creature within 10 feet of the gate is sucked through it and deposited in a random location on the Astral Plane. The gate then closes. The gate is one-way only and can't be reopened
As soon as your DM found that out you should have been vaporized. Putting a portable hole inside another extra-dimensional container causes a very large and deadly boom.
Kinda tempted to run a dungeon that is the crypt of some famous illusionist or whatever. It'd be mostly empty rooms, but I'd constantly say things like this and maybe have them roll pointless checks now and then.
Or maybe do the fun thing of handing each player a note saying "you are not a mimic".