More information is usually considered "better". Let's say a rational agent chooses optimally given his information on the circumstances of a particular decision problem. Then providing him with more or better information makes him (weakly) better off.
Other agents might be made worse off in the process, and total welfare might even decrease. Danove et al. (2003) e.g. argue that the introduction of mandatory "report cards" in New York and Pennsylvania in the 1990ies to evaluate bypass surgeries reduced welfare because it incentivized doctors to avoid treating very old or sick patients. In this example all patients got more information, and some of them, but not all, ended up worse off.
But there are also circumstances where providing agents with more information makes everybody worse off. When visitors are about to leave a crowded theater, truthfully informing them that a fire just broke out behind the curtain might have disastrous consequences for all of them. Informing the public that a particular bank is in trouble could trigger a bank run that leaves everybody worse off.
What are other such phenomena? I am looking for examples (in theoretical models or in the real world) of the latter kind, where exogenously providing a group of agents with more or better information leads to a new equilibrium which is Pareto inferior compared to the old one.