I don't ever recall seeing this, and I'm sure someone will point to an instance of this happening before.
On Friday's (or was it Thursday's?) show, a contestant spun the wheel, and started to guess a "u", but it was was more like: "yuh.... ah, oh." But, they did not count that as a letter guess, because she pulled back quick enough. So Pat prompted her to pick a letter, and she was just too confused to guess a consonant. Eventually, she was buzzed before she could guess a letter.
I've often heard the warnings of guessing a letter before you get buzzed, but I never saw it happen. So is this a first?