Doing in the Wizard : Happens in Part 1, although it is partly subverted given that it does involve mystical objects and that particular reveal only explains how the pieces fit together, not exactly how said pieces would cause a dream land to form.
Dream Sequence: These are central to the story of both the first and third parts. Also appear in part two, although to a much lesser extent than the other two parts.
Dream Land: In part one, where Banjo and Rouge remember what happened vividly.
Embarrassing Nickname: Tails during the entirety of Penance. He's so disgusted with himself after the climax of part 1 that he (and the narrative) gives his given name of Miles Prower. By the end of Penance, though, he's warmed back up to it, such that by Elegy he no longer fusses about it and the narrative goes back to referring to him as Tails.
He's so Royally Screwed Up by the end of Part 1 he doesn't even realize when the Humiliation Conga has been pulled on him and proceeds to believe that he's taken over the world.
Master of Disguise: Tan Tao in Penance, who masquerades around throughout Penance as both himself and his deceased twin brother.
He's so good at it the characters aren't sure which is the real one for a chapter:
— Kublai Khan: "Which was the brother that truly died on the route back to China?"
New Powers as the Plot Demands: Banjo gets this when he's able to perform a Chaos Control with the Master Emerald. It's heavily subverted for three reasons, though. The action constitutes a Desperation Attack when the only other person who could do Chaos Control at the time became a victim of a Non-Lethal K.O., it's implied and stated that the action almost killed him, and he never really needs to do it again throughout the entire rest of the trilogy.
One Degree of Separation: Tooty comes under Rouge's care, and Rouge sees Banjo in her dreams. Rouge figures out the resemblance when Banjo accidentally brings a portrait with him into a dream.
— Banjo: "You may have been bad to your friends, but... What you did for me wasn't what any bad person would do. You brought my sister back, you told me about Eggman's plans to come straight for me... And the fact that you would've done the same thing even if you knew this was going to happen... You're not a bad person, Rouge. You're not a bad person, even if you've been bad to your friends. I couldn't think of anybody who deserves to be my friend more if I took Kazooie off of that list. Rouge... Don't think like that. Please."
Pull the Thread: Arguably, the entire second half of Penance after Shifu's death is this to Tan Tao.
Rape as Drama: In both of the first two parts. Part 1 has it happen to Sonic. Part 2 actually subverts it, as it's more the threat of rape that creates some drama for Cream rather than the act itself.
Take That: The Lord of Games directs a big one at Amy's 4Kids voiceover.
Trauma Conga Line: Poor, poor Tails. He gets taken under mind control, rapes Sonic under said mind control, does so not once but twice, and kills Sonic and two other characters. Needless to say, having to process all this information when he finally regains his senses barely a few seconds after he kills Sonic leads to a minor Heroic BSOD and a massiveDespair Event Horizon that kicks off Penance.
—Tai Lung: "My biggest question right now is what the bloody hell is a siha?"
You Should Know This Already: Prevalent in Parts 2 and 3. Part 3 practically requires the knowledge that Tai Lung went with Tails for the story to make sense. Part 2 subverts it, though, treating the climax of part 1 as a plot twist.