Geometric example of a one object cover which does not satisfy the sheaf condition?

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For topological spaces, a one object cover automatically satisfies the sheaf axiom because open inclusions are injective, which is equivalent to the projections of the kernel pair (= self intersection) being equal as arrows.

In the general context of sheaves on sites, however, it may happen that an arrow $U_i\rightarrow U$ in a coverage may not be a mono, in which case the projections from $U_i\times _U U_i$ will differ, and the sheaf condition will not be trivially satisfied.

Is there a geometric example of such a failure? Maybe something from the category of topological spaces with the étale topology? Can open embeddings of schemes fail to be monic?

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An open embedding of schemes (called open immersion in algebraic geometry, alas!) is always monic, which answers your last question.
Of course a monomorphism of schemes needn't be an open immersion: a closed immersions is always a monomorphisms but extremely rarely an open immersion!.
(Actually the closed immersions are exactly the proper monomorphisms : EGA IV, 18.12.6.)