At some point it can be interesting to really let the heroes of an adventure get in way over their heads. Have them totally outclassed in a combat, or captured, or in serious trouble with the law, or whatever. Of course there should be a way out, but you don't have ot make it obvious or easy.

One trick is to do this really early in an adventure. Make the very first encounter with the bad guys overwhelming, so the heroes feel outclassed and have to slink away to lick their wounds and ponder how they can possibly prevail. Don't worry, they'll think of a way, and it will be epic - all the more so because of how badly they were defeated the first time.

Transcript

Clone Trooper: In you go, "Senator".
Leia: Han! They didn't hurt you, did they?
Han: Yes!
Leia: You had it coming, buster. You're in waaay over your head this time. We all are.
Leia: But I'm... we're glad you're okay. Now, what did you blab?
Han: Nothing! I don't know anything!
C-3PO: You're being much too hard on yourself. You know lots and lots!
Chewbacca: Did you tell them about Obi-Wan's fate?
Han: Hell, no! He might have hurt me. Besides, he was cutting me open to remove my splanch.
Leia: You had a splanch?
Han: No!!! This is what I've been saying! But at least now they know.
Chewbacca: Unless they suspect you've shapeshifted your splanch. Then they'll remove all your organs.
C-3PO: Oh dear.