The dynamical discrete web (DyDW),introduced in recent work of Howitt and Warren, is a system of coalescing simple symmetric one-dimensional random walks which evolve in an extra continuous dynamical time parameter tau. The evolution is by independent updating of the underlying Bernoulli variables indexed by discrete space-time that define the discrete web at any fixed tau. In this paper, we study the existence of exceptional (random) values of tau where the paths of the web do not behave like usual random walks and the Hausdorff dimension of the set of exceptional such tau. Our results are motivated by those about exceptional times for dynamical percolation in high dimension by H{a}ggstrom, Peres and Steif, and in dimension two by Schramm and Steif. The exceptional behavior of the walks in the DyDW is rather different from the situation for the dynamical random walks of Benjamini, H{a}ggstrom, Peres and Steif. For example, we prove that the walk from the origin S^tau_0 violates the law of the iterated logarithm (LIL) on a set of tau of Hausdorff dimension one. We also discuss how these and other results extend to the dynamical Brownian web, the natural scaling limit of the DyDW.