A lot of the misconceptions about teleportation come from both accidental and deliberate misunderstandings as well as deliberate lies. That is, most. Some cultures do have a persistent myth of things like levitation, which almost entirely originates from very old lore and an elevation of historic (whether literal or mythical history) figures to a more spiritual level.
Most of the first, though, can be attributed to descriptions of non-physical journeying, such as astral projection, crossing the hedge, or whatever the local tradition may have followed.
Someone may perceive some location as "the far side of the ridge" when it was some place in the astral, just as an example. A person who overheard or had not yet learned may think it is actual travel when it was certainly not.
There is also the matter of deliberate misinformation either for fairy tales or to create an otherworldly fear, escalation, or negative misconception of a practice.