Playing Against Type: Much of the cast. Sergi López (Captain Vidal) and Alex Angulo (Doctor Ferreiro) had been considered lightweight comedic actors. Maribel Verdú (Mercedes) had played mostly sexpots, and her most famous role (at least in the English-speaking world) had been Luisa Cortés in Y tu mamá también.
What Could Have Been: The first outline of the story was about an adult woman that found a hidden labyrinth behind an old house's bookcase. She would then be raped by a faun living inside the labyrinth, and as a result she would give birth to a magic-powered baby. Del Toro is that weird.
That could have something to do with Ofelia's birth...
Seeing that Ofelia's true father is the King of the Underworld, not the Faun, that scenario is unlikely.
This plot idea incidentally bears some resemblance to Arthur Machen's Great God Pan. The movie that happened ends up taking more influence from a different Machen story, The White People, which features a little girl associating with dangerous fairies.
The Pale Man wasn't originally in the movie. The scene was originally meant to be Ofelia being tasked to retrieve a diamond from a sleeping dragon's hoard. The dragon would wake up when she removed a goblet from the hoard. It would then chase her, whilst speaking with Vidal's voice.
Del Toro's Cabinet of Curiosities (an art book that collects some of the director's sketches, complete with English translations) shows that one of the earlier incarnations of the Pale Man was a wooden doll in a tree.