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?
An unwritten rule in Planescape is that the Lady of Painhas no stats. Ever. How did Torment convey this? By having her only appear in FMV cutscenes, where the developers would never have to stat her, even to tag her as invincible or something similar.
The Main Theme captivates the game's plot. There's first the gloomy part when The Nameless One wakes up, lost and confused, then the uplifting part where he makes progress, then the up-beat part which is the climax and lastly the fade down where he has concluded his journey and ends his life.
One reason he is so ready to face his fate in the best ending, especially after he merges with The Transcendent One? He has regained all the memories of every single one of his past incarnations. He has experienced all that life has to offer, he has gained all the skills, strength, and knowledge he possibly could. Even in the end, he doesn't truly "die" in a normal sense, he is dragged down into the Blood War with body, mind, and soul.
Why is he so confident when he head towards the nearby battle, just grabbing whatever weapon is laying nearby? He is a master of it, as he has mastered all things he could possibly master during his many lives. Bonus being that, one way or the other, he is still immortal, and he may still have all the powers he gained from his incarnations.
I thought he became mortal because, you know, he merged with his mortality.
The Sensates wants to experience everything. It's strongly implied that The Nameless One have experienced everything during his many lives, but they're mostly veiled beneath the amnesia.
The Godsmen believe that anyone can become a god, which is possible in Dungeons & Dragons. The Nameless One is one of the most powerful beings in the multiverse, can attain high levels and max out his attributes way beyond a mortal's capacity, so he's pretty much a Physical God.
Mebbeth the healer just happens to have some quests to send you on if you ask her for training in the use of magic, including picking up some laundry that was dropped off years ago. Seems like Contrived Coincidence until you learn that she's an avatar of Ravel. Then it makes sense: Ravel deliberately set things up to aid you.
The frequency with which the Nameless One updates his journal (with the "updated my journal" sound) has undergone Memetic Mutation and become a bit of a running gag among the fanbase. But consider it from his perspective: He wakes up with no memories, and a huge chunk of the game is spent trying to find journals from your past lives. Naturally he's going to be obsessive about keeping an up-to-date one himself, since (at least early on) he has no idea if he's about to lose all his memories again at any given moment.
Pay very close attention to what the Paranoid Incarnation says about the Fortress of Regrets and the Transcendent One. It will become obvious that he doesn't realize that the Transcendent One is his own mortality; in fact he doesn't seem to have any indication that they're related. The only reason he's after The Transcendent One is because he's been trying to kill The Nameless One by proxy. This makes sense since the Last Incarnation was the only one that found Ravel, (and the portable portal generator was commissioned more than a 100 years before the time of the game, which means it was done before the Practical Incarnation's time). It's rather ironic that the smartest of your previous incarnations could find his way into the Fortress of Regrets, but didn't realize that its master was the key to everything.
The real answer to the riddle "What can change the nature of a man?" belief is actually being hammered over and over from minute one in the game. Even the text in the back of the game box said as much. "This is a place where the word is mightier than the sword, where thought defines reality, and belief has the power to reshape worlds."
Whatever The First Incarnation did that made him completely irredeemable that reality itself decided it was unforgivable. Remember in the Planes belief itself forms reality. In actuality, reality didn't care about the crime any more than it cares about anything else, the First Incarnation did. His guilt was so extreme over his crime that he believed his crime was unforgivable strongly enough that reality itself changed to accommodate that and thus stated that it was unforgivable. The opposite is also true, if at any point the First Incarnation or any of his future incarnations believed strongly enough that that the crime wasn't so bad or that he had paid enough penance, then he wouldn't have gone to hell at the end of the game. In other words, the Nameless One's hell is entirely self inflicted.
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.