There's nothing wrong with being right all the time, but relationships need more than just the exchange of facts. If all people know you for is the guy who is right all the time (or needs to be right all the time), then maybe you're neglecting the other aspects of those relationships. There needs to be other things people remember you for.
Being right feels good no? Imagine being told your wrong all the time by the same person. Thats how they feel. Unless its a matter of life or limb, just let people be wrong sometimes.