How important is it to walk away after the first red flag?

I usually don't walk after the first or second red flag, or even the third or more for that matter, and I find myself getting into a situation, relationship or marriage that is horrible, harmful and hurtful. I don't like judging someone, I know no one is perfect especially not me, which is why I will accept a couple things that I feel are wrong. But my acceptance of things that I don't necessarily like has caused me so much pain and lost time (among other things). Maybe I am too anxious for romantic involvement and don't like letting go. I don't know. Should I just walk after the first red flag? Oh, and I'm not nitpicking. Like, someone I was becoming involved with was lying to me unnecessarily. He also asked if I had any "non-negotiables". I only had 3 - and he did one of them. I'm thinking on purpose just to test me. And of course I reacted and tried to let it go, but it bothered me alot. I took more and more until I couldn't take it anymore and then I exploded (spoke my mind). I don't think I should have gone that far especially if I had walked after the first red flag.