"During the same session, Ernie and Elise also found the first treasure, a chest of 3,000 copper coins (which was too heavy to carry, much to the children's disappointment)." (wikipedia)This is a perfect example of something that winds up being harder than expected and fulfills the exact feeling I'm talking about. I don't want to go on a biblical exegesis about Gygax's playstyle here—for one thing, I would only rarely have players find a chest with a nice big round number of coins in it. But discovering treasure only to realize that you can't carry it all... well, that's a consequence of things being more complicated than they appear at first blush.
Everything, always, is more complicated than it appears from a distance or from the surface. That's true in life as it is in my D&D games. Doing things cause ripples, which means you can't just murder everything you see and expect to get the same treatment as if you were conscientious. You can't kill a rival nobleman for money and expect the kingdom not to change. And when you get into the dungeon to kill the monsters, you also better be prepared for things to be more complicated than "dungeon, monsters" in terms of challenges... because everything is always complicated.
It's a careful line to strike so that players don't feel like their actions can never have a good effect, or that everything they plan for is in vain. One of the great ways to mitigate this is to allow the PCs to scout out information beforehand or to telegraph it somehow. If the treasure in the goblin's lair is actually going to be too large to move in one go... well, that amount of loot has probably attracted some attention and is the subject of local rumor. These kinds of things wind up being the gaming texture through which play can proceed. Far from being static and dead pieces of information that are gleaned or not, they provide springboards for player imagination and planning.
Often, there is no "right" solution. There's only a varying rainbow of those solutions which may work more or less effectively. For me, D&D isn't a puzzle or a wargame... it's a mirror.