The Tiger Tank is often the classic example of how to lose a war with better weapons. The Tiger was a heavy tank and the U.S. Sherman was a light tank, so a direct comparison isn’t exactly fair, but when Shermans came up against Tigers, things didn’t usually go well for the Shermans. The Tiger could punch holes right through the Sherman, but the Shermans couldn’t penetrate the thick armor of the Tiger. So the only way a Sherman could take out a Tiger would be to get around behind it and shoot it in the backside, where the armor was thinner. This meant that it would take on average 4 Shermans to take out a single Tiger, so you’d lose a lot of Shermans but one of them would eventually manage to get behind the Tiger and take it out.
But here’s the thing. For the same cost and labor effort as it took for the Germans to build a single Tiger, the U.S. could build 10 Shermans. Yes, it sucked to be a Sherman tank crew, but for the same amount of production effort, on average the U.S. had easily more than double the number of Shermans required to take out all of the Tigers. There was no way that the Germans were going to win that battle. It took so much effort to produce Tigers that the Germans were never able to field them in large enough numbers to be useful on the battlefield, and the Germans would have been much better off if they had never produced the Tigers, and instead had focused their resources on larger numbers of much less capable tanks.
The Tiger was also in many ways an over-engineered nightmare, which made it difficult to maintain and horrible to repair. For example, the interleaved wheels on the Tiger worked great for spreading out the load and giving the Tiger better traction, but if you had to replace one of the inner wheels, you had to remove the two outer wheels blocking it first.
The Me 262 was another “wonder weapon” that Germany would have been better off not producing. It had a lot of teething issues (as all new weapons do) and thus was fairly unreliable during its time in use. Engine failures and collapsed landing gear were both common. It was extremely fast and was deadly in a dog fight, so by those measures it was easily the best fighter in WWII. But it was also extremely sluggish at low speed, which made it an easy target when taking off or landing. The materials required to build the engine were in short supply, so just building it put a huge strain on limited resources. The Germans switched to less expensive and more available parts, but the redesigned engine was even less reliable and had to be torn apart and rebuilt almost daily. While the Me 262 was extremely fast, it also sucked fuel like there was no tomorrow, which gave it a very short range and little endurance over the battlefield. It couldn’t attack bombers coming in at a distance. Instead it had to race up when the bombers and their supporting fighters were close, do what damage it could, and then quickly land before it ran out of fuel. Unlike piston engine planes, the Me 262 also required a good, long, concrete runway. It couldn’t take off from a grass field, so it could only be based out of airfields that still had good runways.
Like the Tiger, the Me 262 was in most measurable ways a superior weapon, but it couldn’t be produced in large enough numbers to be effective, and was too difficult to maintain. Even if the Me 262 had been fielded earlier, it wouldn’t have made much of a difference overall.