A subtle one: Jay's one of the most hilarious characters on the show, but look at him from a psychological perspective and something surfaces. He has an extremely warped and fantasist view of sexuality and the female gender, an unhealthy relationship with an overbearing parent, self esteem issues and a pathological need to be noticed. That could lead to...issues in the future.
In the series 3 finale, it's revealed Jay's parents had sent him to a psychologist in the past.
It has to be said that whilst his father is often pushy and rude to him in public, we never see what happens behind closed doors.
It is also hinted at by Neil that Jay was sexually abused by his elderly neighbour as a child.
Having said that, the two times Jay actually managed to get a girlfriend, he treats them surprisingly respectfully. In fact, the only reason the first one dumped him was because Jay took some terrible advice from his Dad and came off like a ClingyJealousGuy.
Early on in The Movie, Jay's dad asks who Neil's dad is. Neil and Jay have been friends for a long time and all the other boys' parents have met and know of Kevin's Ambiguously Gay nature. Jay clearly never had his dad anywhere near Neil's, (quite rightly) out of fear of what he'd say.
Why can't James detect that his brown nose is the thing putting everyone off him on the boat? Why, because snorting cocaine ruins your nostrils, of course. He can't even smell it!