Throw It In: The source of the wooden horses is from the animator being frustrated by how hard it is to animate quadrupeds, and deciding to just stick in wooden, toy-like horses, not expecting it to stick. Obviously, it did.
In Chapter 3, during the airship ride, Vlad needs to leave the ship somehow for the story to make sense. So, they put in Vlad just jumping off the ship as a joke and placeholder. Everyone was so amused by this that it stuck.
What Could Have Been: The developer commentary reveals quite a bit about what earlier concepts of the game were like. It was quite different from what we eventually got. There are a few major examples of ideas that were cut out:
The introductory narration was going to be given by The Headmaster to the Wizards gathered in the dining hall. Now that it's a more basic introduction, The Headmaster and most of the rest of the Castle don't really have a reason to be there.
Chapter 2 was originally going to have branching pathways, allowing the players to travel through either the forest or the mountains.
Parker was originally a Bonus Boss who could be accessed by setting off dynamite to blow open the rubble blocking the tunnel at the beginning of the Jarn Mines in Chapter 8. She was eventually recycled as the first boss of The Stars Are Left.
Word of God: Quoted directly from a recent interview when asked to reveal something about the game no one knew, "I could perhaps mention that the moose in Vladís castle, is actually a whole moose just stuck inside the wall."