Old Shame: Issue One Half. It's on the site, even listed in the archives, and McNinja's lawyer from that issue makes a brief return in "The End Part One", but the reader is begged not to actually read it first.
Shrug of God: Hastings doesn't know how the Robster gets his suit over his claws.
What Could Have Been: The name and premise of the comic come from Chris Hastings' username on the Something Awful forums. Before he settled on Dr. McNinja, he was going to use the name "Dr. McNuggets." One can only imagine how that comic would've turned out.
Write What You Know: Given that Chris Hastings grew up in Cumberland, Maryland, it isn't surprising that all the major details about the city correct (excluding all the cool stuff).