Static or dynamic?
If dynamic: it's really neat to see that magnetic field is caused by Lorentz contraction applying differently to charges moving in different directions.
From the area of misconceptions: the concept of EM waves that can travel through space far away from any charges and that carry energy with them is somewhat nonobvious, and is worth exploring on its own. (This is much more apparently weird when you consider lumped circuits: capacitative or inductive coupling between circuit parts there appears very distinct from EM radiation.)