Because blockchain.info/wallet allows people to make wagers using funds from transactions that have not confirmed first, what happens is that you get cascading double spends, and players thinking they won big when in fact their wager was invalid if the funds for making the wager never confirm.

This isn't really a problem for most wallet users, and is probably specific to those using the SatoshiDICE page:
 - https://blockchain.info/wallet/login#send-satoshi-dice

So might it be a good idea to check the coins that would be used and warn in advance that the wager used funds which had no confirmations, or to display the caution after the wager is placed?    (or, alternatively, in the Account Options, to let me choose how many confirmations are required before Blockchain.info/wallet will use a coin in my wallet for spending?)