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.
Hastings at one point approached Adult Swim to possibly adapt the comic into a TV series. Sadly, they passed up on the chance.
The game also died in infancy, due to the indie creators biting off WAY more then they could chew. (As in, they lost their house).
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 are correct (excluding all the cool stuff).