In the Explorers games, the player can receive Eggs as rewards for missions or randomly in Spinda's Juice Café. These Eggs can be hatched in Chansey's Day Care, and you can then have them join your team. But these Eggs are unborn Pokémon, often of a species unrelated to the clients giving them out. Where did they get these Eggs? And why are they accepted as payment in exchange for rescue/bounty hunting services?! And why did that strange Pokémon at the bar just give you one based on watching you drink?!
The species that hatches is selected at random from the species that can appear on the floor where the mission ended, and its gender depends on whether the floor number was odd or even: ever notice that all Pokémon on odd floors are male, and all on even floors are female? What this essentially means, then, is that your client, while awaiting rescue, discovered a wild Pokemon egg, and that the player is too dumb/hasty to find one on his/her own. Fridge Horror in that the client has no idea how to reward you for the mission when it first wrote the SOS mail; what if it wasn't lucky enough to find that egg?
As a member of Wigglytuff's guild, the player must give 90% of what they make to the Guildmaster, and while the game doesn't make it clear whether this money is mostly for the guild itself instead of simply to line the Guildmaster's pockets, one of the ten "rules" for the guild is basically "Don't run away, ever, or we will hunt you down." Extortion much?
I think the "Run away and pay" thing is meant to be more towards not running away from a challenge - it's supposed to promote can-doism. Sounds ominous when you put it like that, though.
What would Wigglytuff spend that money on, anyway? He doesn't even pay for Perfect Apples!
Upkeep for the guild building? Feeding other guild members?
The hero used to be a human. Assuming this, he or she would have friends and family... in the end, he or she stays as a Pokémon, so what can the friends and family assume? Their child would be a missing person... or worse, dead.
Since the human chose to have their memories erased, it may be implying that the human had a shitty life and didn't want to remember it.
This is not true of Mystery Dungeon Explorers of Time, Darkness and Sky. After Darkrai pushes you through the time vortex, you unwillingly lose all of your memories and transform into a Pokemon. Even worse, you, along with Grovyle, traveled (will travel) back in time to investigate the planet's paralysis. Any friends and family you left behind would have to accept that you might never return. And for all they know, you never did, and never will.
Though, when Grovyle is forewarning you about having to disappear, he says "We had nothing to lose, and nothing to go back to.", implying that, prior to losing their memory, the Player had no friends or family to speak of apart from Grovyle, diminishing that Horror a little.
Or thanks to the fact that you fix time and prevent the bad future from happening, and Dialga and possibly Arceus let you and Grovyle continue to exist, both you and Grovyle are now paradoxes who exist in two places at once, two with the friends and family since without the bad future you never go there as there was no paralyzed planet to explore. And two with the members of the Pokemon world.
This is brought up by your partner in Gates of Infinity while who wants you to stay with them realized that you have friends and family who you love and love you back and would rather have you stay with them then being forever separated from them.
Gates to Infinity mentions that there were humans other than yourself brought to the Pokemon World, except they're long gone now. Let's think for a moment... Weren't there two other humans we know of that were turned into Pokemon destined to save the world?
Except Hydreigon was talking about the other humans he brought to try and fight the Bittercold. Never mind the games almost certainly take place in different worlds (Rescue team is implied to take place in Humanity's Wake due to laboratory ruins, while Explorers' human, as far as we know, was native and not from a different world at all, both of which are impossible in the Gates to Infinity world), but Hydreigon specifically mentions having brought the humans to the Pokémon world, when he had no presence in the previous games.
There's nothing saying that the three worlds aren't one. Remember, one of them had to deal with Time Travel, what with distant futures and whatnot. Not to mention that it's also very likely that all of the games happen on different continents of the planet. So, for all we know, Hydreigon might've actually brought some humans that didn't get sent home.
The idea that the Pokémon are more bitter than they are in the previous games might seem somewhat arbitrary, but think about it — Post Town doesn't have anything resembling a system of Rescue Teams or an Explorer's Guild, and there was no place for Pokémon to submit requests before your partner started building Paradise. If you got lost, misplaced an item in a dangerous area, or otherwise got in over your head, you couldn't count on veterans to bail you out. No wonder most Pokémon felt their efforts didn't matter in the end.
Since the main games take place in the same timeline, what exactly happened to Hydreigon in Explorers: Darkness/Time/Sky during the bad future? Being the Voice of Life, he must have frozen (or worse) considering if the world ends, he dies, so if the world freezes, he freezes too.
More sad than horrifying, but you know in Gates To Infinity where the lights were actually humans being sent back? It was bad itself, but considering Hydreigon mentions to you that people will lose their memories of you when you vanish (doesn't happen), think of all the friendships the other humans made that are now forgotten in time. Or worse, what about the possibility of their companions getting slain or brutalized by Munna's gang? Imagine waking up somewhere and wondering why some mons beat you senseless.
The biggest one is, where are all the humans? While it could be argued that they don't exist here, not only are they mentioned, but both artificial Pokémon and what looks like remains of human architecture can be found. Was human civilization destroyed?
It is interesting how the idea of you being a former human in Explorers is a big deal, and yet there are literally no other humans anywhere in the game. Oh, Crap!, are you the last of your kind in that game? Are humans now extinct once you transform?
An example from Super, it's said that Dark Matter is made up of negative emotions, specifically "hate, sadness, and rage", according to Ampharaos. Now, think about how you feel about your friends being turned into stone, or mind controlled. You'll feel sad for your friends ending up like this, while beginning to hate the entity that caused it, and feel angry. In other words, Dark Matter is a self-feeding force. The fact that it's gone for good is even more satisfying when this is considered.
In summoning a long series of human to their world in the hopes that one of them can defeat the Bittercold, Hydreigon is basically throwing lives at the problem until it's solved.
In Explorers of Sky's first bonus mission, Bidoof uses his wish on Jirachi to wish for a new Guild member that he could be a leader to - which is obviously meant to be you and your partner. So did Jirachi pull cosmic strings to make the plot happen? Is s/he the real villain here?
Super Mystery Dungeon reveals that all the main games take place in the same universe, which means that the Mystery Dungeon world has suffered at least four near-apocalypses in the span of a few years and is undergoing a fifth.
How do Pokémon's names work? All Pokémon are named like their species. Red Rescue Team had three Mankeys who lived together named Mankey, Mankey, and Mankey. All the Pelipper in the post office are named Pelipper. How do they stop from mixing up their paychecks?
Come to think of it, how do they deliver mail addressed to "Mankey"?.
Team Skull got their name because they're all Poison types, and a skull and crossbones is a common symbol for something being poisonous. Also, that same marking is on Koffing's body, so it could have been named in honor of him as well.
Chapter 3 of the Explorer games is called "The Scream." Playing the game through the first time, the player assumes this refers to Azurill's scream, which you hear in your first vision. However, you learn later that your visions are called Dimensional Screams.
There's a good reason why the heroes had to fight Primal Dialga in the second game first: if they showed who the game's real villain is early on, then the game would be shorter.
And speaking of Primal Dialga, look at his name in the wake of Omega Ruby and Alpha Sapphire... where Groudon and Kyogre gained 'Primal Reversion' forms. It may be a coincidence, but Primal Dialga seems stronger than usual, and Primal Reversion made the two aforementoined Legendaries considerably more powerful than their standard selves.
Why does Chatot assume that Team Skull is friends with the player character and partner simply because they know each other, or at least assume they're on good terms? Because he's gotten used to Wigglytuff, who considers everyone he meets to be a friend.
One of the NPCs in Post Town is a Trubbish who is somewhat self-conscious about his stench, and mentions that the main character doesn't seem to mind the smell compared to most other Pokémon. Considering garbage as a whole seems non-existent in the Pokémon world, a human would be far more used to the smell of garbage than any of the other Pokémon.
When Azurill is trapped in a nightmare, it's mentioned that they can't feed him anything in that state. It's only fitting that the stage that takes place in his nightmare doesn't have any food and your hunger bar drops more quickly - you're suffering the same hunger Azurill is.
Grovyle learning Dig is unusual, as it is a move that Grovyle could only learn by TM and not part of the line's level-up moveset. However, the move makes perfect sense story-wise, as he would have purposely learned a Ground type move like Dig in preparation for fighting Dialga, since none of his naturally-learned moves would be effective against Dialga, but a move like Dig would be (Dialga resists Grovyle's Grass type but is weak to Fighting and Ground).
It could also be due to the fact that he would need a quick escape after 'stealing' the Time Gears. Tunneling though the ground sounds like a pretty good escape route. It might even be a reference to Dig's overworld function in the main series.
As well as the fact that Grovyle refers to the once-human player as his friend and partner, implying that the player was once a trainer, and Grovyle was his/her Pokemon. It's entirely possible that the player used said TM on Grovyle, if not for the mission than to give him a more diverse move pool for battles.
Why is Darkrai such an irredeemable, cold-hearted, cowardly villain in Time/Darkness/Sky? In this universe, the Pokémon all have human-level intelligence. Darkrai didn't start out evil, as shown when he joins your team after the memory wipe. His ability, Bad Dreams, no doubt kept away people. He felt lonely and, eventually, angry at all of the Pokémon whom were able to be surrounded by friends and loved ones. The solitude and seclusion would drive anyone insane, especially over the many years he's implied to have lived. He wanted everyone to share in his despair, hence his plans to corrupt the Gods and plunge the world into eternal darkness. Losing his memories was likely the only way to free himself of all that hatred. A new life that eventually gets friends for him thanks to you.