“No, you’re wrong,” is a phrase that you should never use.
Ever.
Even though you are right.
It’s important to find some ways to convey that important message in a delicate way. I find that that making it not personal helps a lot.
“That’s really weird. That’s not how that usually works. Why don’t you show me.”
Empathize, explain, put the onus on them to prove it.
And if they can’t prove it, don’t point it out, just let it die and move on. Remember, you are on their side. And even if you aren’t literally laughing and pointing at them, it can feel like it to the user if you handle this situation in the wrong way.
None of this is a competition. There is no scantron form that you fill out and get more points for having more right answers than the other people taking the test. All that matters is we get the job done as quickly and effectively as possible.