When is a No not a disobedience?

When we are told to do something, go somewhere or just plain be something we are not, are we allowed to say NO and not be branded negative or disobedient? Or are we to become the ultimate YES-man / YES-woman before we are considered good or effective? Are we NOT teaching our young to THINK and be CRITICAL about things they see/hear/learn? Are we walking the talk then, if we teach our young to master critical and creative thinking skills but we ourselves do not show that WE have those skills? Is it so wrong to say NO when we know we are not up to it?