Scholar's Mate
I had originally placed this in the "Chess Openings" part of the forums, but I think it's better suited here. :)
One of the most infamous checkmates is the Scholar's Mate. It's deceptively simple, yet many beginners fall for it. There are a few variations, but the one I learned (from experience, unfortunately) was this:
Four moves! It tends to leave those caught in its trap bewildered, for the game has ended before they've really begun to play.
How does one avoid this trap? Well, the most obvious answer is to not allow yourself to be put in that position -- if you don't mirror your opponent's moves, and/or you don't open with the pawns in front of the king and queen, you are far less likely to call the Scholar's Mate upon yourself.
If, however, you do find yourself facing this challenge, you can simply move g7 to g6 (assuming you're playing Black as in the diagram above). This prevents White's queen from making a swift execution, as she is now threatened by a pyramid of pawns. There may be other solutions, and I encourage any input from more experienced players.
In the end, Scholar's Mate really just preys upon the beginner's inability to look ahead. In my personal opinion, I feel every chess player should have to endure this humiliation, as it teaches a valuable lesson and encourages the beginner to begin anticipating possible threats from the opponent.