At some point, The Nameless One gets a hold of his own diary, written and shaped by his previous incarnation into the form of a Dodecahedron, which he can afterwards try to unlock, in a Rubick's Cube fashion. While doing so, he randomly gets flashbacks of his past. Now, the Dodecahedron, as a perfect geometric object, is described by Plato as a representation of the spirit. The Nameless One was literally unlocking himself.
Also, this game was adapted from Dungeons & Dragons rules. Now, what shape does a D20 take?
In Planescape: Torment, there is a dialog between the Nameless One and Fall-From-Grace in which Grace, who was a slave of the mortal enemies of her people for an untold number of years, states that the lusts of the baatzu lie in "power, not the flesh." While at first this seems to indicate that she was not raped or used sexually, the horror strikes when one realizes that the main motive of rapists is that of power. It's just as likely Grace was confirming the exact opposite of what her word seem to mean.
This is a modern interpretation of rape which would seem strange to Grace, as she is a redeemed demoness but still would have seen horrors and horrors beyond reckoning. There's another, even subtler Fridge Horror. It's hard to imagine anyone could come up with a sexual act which would make a succubus blush. Her captors are the incarnation of tyranny and despotism. Grace is Lawful Neutral. She never shows any hatred of the Baatezu, even though all other tanar'ri do and baatezu NPCs who realize she is there will spring to the attack. What did they do to her, exactly?What can change the nature of a demoness?
Her profile described the reason for her alignment change to be somewhat less horrific- exposure to Baatorian culture had shown her that 1) there were many benefits of an orderly existence and 2) being evil was ultimately futile.
It's revealed that you are immortal because every time you die, someone else will die in your place. Did you let the aforementioned "bored noble" kill you? Yes? Good. Now think about it: it's like you murdered a stranger. For 1000 copper pieces.
Following this thread of thought, consider the vengeful nature of the shadows. They constantly hunt the Nameless One, their whole existence boiled down to getting revenge for their creation. And when they succeed, they create another just like themselves. Their hatred of the Nameless One and desire for vengeance is justified, but if they take it they only cause more pain and misery...and they aren't even aware enough to realize it.
It's not exactly Fridge Horror so much as Fridge Unnerving, but a latter part of the game takes place in the gate town of Curst, a place that borders the Chaotic Evil prison plane of Carceri. Curst is filled to the brim with traitors—it is like conniving and backstabbing made incarnate. Two quests seem simple enough: a side quest involving a woman who wants your help to murder her husband, and a main quest where you have to help one of two sneaky politicians undermine the other. It seems like the morally upright path in both quests is to inform the guards of what's going on and get the people punished...until you realize that you betrayed the trust of people who were counting on you, whatever their motives, and in doing so you helped contribute to exactly why Curst is a festering hive of scum and villainy. It's one of many examples of the Black and Gray Morality of Torment.
The entire game is about cruelty and abuse, and the potential cyclical nature of these. Notably, we never find out what the Nameless One did to damn himself initially, but we see reflections of his horrors in many NPCs and party members.