Not really shattered illusions, more lies told by your parent/s.

Lies?
What is your problem?

I think it does, just misapplied.

I always thought that 'gone for a soldier' meant the man had enlisted as a soldier but doesn't apply in this case does it.

I used to ask my Uncle what a windmill was for and would tell me it’s for grinding smoke. I don’t think I ever asked anyone else the same question, maybe I would have got the correct answer.

I used to find the "going to see a man about a dog" answer very annoying.
I remember being told the basics about periods age around 10 and being told then that God made sure babies were only given to married women.

Why lies? A strange thread title which makes me think the OP is just a tad bitter.

I lived with my Grandparents as a child and my Mother was around but very absent.
I was always terrified when she failed to appear that I would never see her again.
Whenever I questioned her empty seat at mealtimes my Grandmother told me

"she's gone for a soldier"
which made me even more scared and conjured up visions of Mother's involvement in the "soldier, soldier won't you marry me" nursery song.

No idea what this phrase means. Anyone shed any light?

My Dad was always 'going to see a man about a dog'. I was convinced he'd be coming home with a puppy for me but he never did.

How funny wotnot!

My Dad used to tell me to wash my face in the dew of a cowpat for a lovely complexion. He knew lots of old country lore and so I was never sure if he was joking.

My dad would ask me to check his ear as it itched, and I'd go poking and peering into it.
Then, suddenly, out would come all manner of things which had 'got stuck' in there.
I didn't realise, really, until I was grown up that he must have been kidding me.