Highly doubt it was a wrong turn, as he was flying with his flight instructor. Its very doubtable that the flight instructor wouldn't knwo they were turning wrong. FAA stated they radio'd in engine trouble just after taking off, and there could have been a "catastrophic" engine, or rudder failure that caused him to veer off into Manhatten, and hit a building.
What caught me, as everyone else said, 9/11 flashbacks. I was moving a car out from the garage after an oil change (at work) and I hear them report it on the radio. The didn't say much though, just "a 4 seat plane hit a building..." then commercials. So I called me wife and asked her to find it on TV, I said to her "Turn on the TV, to the news, and find out what plane hit what building, and where."
Then when I got home I found out it was Chuck Liddle...