You can activate a debug mode that, among other things, lets you gain invincibility. If you try and use it in the secret chapter, the debug mode will ask you why do you want to do that, and won't let you.
Though if you get too close to Slender Man with God Mode on, you'll hear the Scare Chord and he'll... stare at you. Menacingly. And you can't move or do anything at that point; the only option is to disable god mode and lose.
Easter Egg: One of the rooms in the house has a poster which is an image from Subsistence one of the games being developed by Blue Isle Studios.
In the Easter update, you could literally find Easter eggs hidden around the levels.
Foregone Conclusion: The flashback scene in Chapter 4. You know that Kate has been captured by the Slender Man, so you obviously can't win. Similarly, Memories is a very, very brief flashback to show what happened to Charlie, which you encounter mere moments before entering the level he is most prominent in. Naturally, you can't survive, and the whole level is a demonstration as to how utterly terrifying the Slender Man can truly be.
First-Person Ghost: Subverted, as you can see your shadow on certain angles. You can also see your hand holding the flashlight.
Fore Shadowing: Wander around enough in the prologue and you'll find an abandoned wooden house. Inside there will be a deformed monster and approaching him will give you a Jump Scare. It is later revealed that said monster is Charlie Matheson Junior, one of the Slender Man's most recent victims. He chases you throughout the Homestead level and ultimately attacks you and brings you back to the house at the end of The Arrival.
Gainax Ending: The final cutscene raises more questions than it answers. The extended ending in the updated version released on Steam fixes this somewhat, though the question still remains as to what exactly happened. Looking at the actual model used for the Chaser/Kate, which has been ported to Garry's Mod and the Source Filmmaker, reveals the truth: Kate is the one who was killed, or at least rendered unconscious, as her model's legs match the body's exactly.
Although it's more probable that the person knocked out/killed is supposed to be Laura and they just didn't bother making a new character model for her (Why would they when the only thing you see is the legs? they both could have been wearing Jeans) and it wouldn't make much sense for it to be Chaser/Kate because you find her in the house, and then she suddenly jumps on you and beats the hell out of you like in the Mine level.
A new visual distortion is the appearance of visual grain and RGB-splitting (accompanied by discoloration to make it appear purple and green, not red and green) in addition to a fish-eye sort of look.
If you roam around in the woods at the prologue, you can find a broken, abandoned wooden house. If you go into it, you'll see a deformed, shirtless creature twitching violently as it stares at the wall. If you walk towards it, it'll turn around suddenly and flash images of the same blue creature that you might remember seeing at the final level of the game. Turns out they're the same thing, as said 'blue creature' appears repeatedly, in the Homestead level and the end of The Arrival, and brings the images with it.
The Proxy/Masky in the "Into The Abyss" level has a habit of running up behind you whilst you're not paying attention and tackling you, leading to a close up on her deformed mask as she attacks you. Averted if you manage to see or hear her coming.
It's also possible to fall through the floor to your death when getting off at the top. The Steam release even has an achievement for this.
No OSHA Compliance: So, if there's a sudden power outage in your mine, the emergency protocol is to wander around in the dark looking for six generators hidden in remote corners of the mine, so that you can power the emergency lift and escape? Seems safe enough.
Offscreen Teleportation: Slenderman's schtick, of course, though he sometimes teleports into your view or while you're looking at him. In the mines, the Chaser can also abruptly go from one area of the map to another in a way that should be physically impossible, but it does it much less than Slenderman does, and in a way that's not supposed to be noticeable. Charlie does this too, though he also simply runs.
The Reveal: A collectible in Homestead heavily implies, if not outright states, that one: The Mathesons and Hayes (Charlie and Kate's families, respectively) were friends, and two: They both were being watched by the Slender Man for a very, very long time.
Room Full of Crazy: Kate's room is filled with drawings of Slender Man all over the walls.
Scenery Porn: The outdoor scenery is spectacular to look at.
Scenic Tour Level: The opening to The Arrival has the Player Character, well, arrive at Kate's property. Thanks to a tree fallen into the road, the player gets out of their car and must walk to Kate's house on foot, while the opening credits appear. It is late afternoon on an autumn forest trail, and is actually kind of pleasant. However, as the player nears the house, the sun goes down quickly, almost unnaturally so, setting an creepy tone by the time they reach the Ominously Open Front Door...
Though it is still possible to die in the prologue; Slender Man lurks outside of the house, and looking at him for too long will cause you to lose.
Similarly, the Flashback level begins with a nice, sunny trip across a mountainside. The music's nice, too. Everything after, however, not so much.
Schizophrenic Difficulty: "The Eight Pages", which is the first action chapter, is also one of the most challenging chapters. Chapter 3 is much more straightforward as your enemy is much more predictable and the area is more enclosed and thus easier to map, and Chapter 4 is both small, simple, and cannot be failed (or, rather, cannot be won) Chapter 5 is similarly unwinnable, and its only challenge is finding it in the first place, as it is hidden. Chapter 6 is ludicrously frustrating, as several items you need to progress are hidden/change places every time you play, and it's extremely dark. Then the difficulty goes completely insane in Chapter 7. Naturally, Chapter 8 is as easy as the game it's remaking, which means it's hard as shit.
The Scream: Kate lets one loose at the end of the house level in The Arrival, once you reach her room and pick up a drawing of Slender Man.
CR also lets out a nasty, distorted one at the end of his camera recording.
Shoot the Shaggy Dog: CR is shown to be dead, burned alive in the hopes that it will stop Slender Man from "spreading". Kate has become a proxy, and, by the end, has been killed (or at least knocked out) - The boy from the missing poster at the start is shown to have turned into a monster, and Slender Man is still going strong.