Had a case where a user was trying to upload files directly into the Files area. NOT through an entry.
When they uploaded a file that was too big, there was no error message to inform them, that was the case.
Interestingly the folder had no max file upload limit on its settings. So my assumption is that they hit the PHP post upload limit.
Either way, it would make for a nicer UX if there was an error banner that tells them exactly what is wrong.