WMG: Penny Arcade Adventures
The mysterious narrator is the Last God
He manipulated the player - revealed in The Beginning of the End to be a special entity - into helping Gabe and Tycho destroy the first two gods. It's implied that he drove Tycho's father mad, presumably in an attempt to sabotage the Long Project (the quest to empty all Parentheticals and thus prevent another universe from arising, tnen end the universe, and finish the job by killing the Last God).
- Considering the nature of the final verse of the Quartet for the Dusk of Man, he's probably going to stop being friendly pretty soon.
Gabe didn't lose that fistfight with the devil
It's revealed in the first game's profile for Gabe that he's been the way he is ever since he got in a fight with the devil. The Beginning of the End shows that perhaps it's because he won it, thus absorbing Satan... or replacing him.
- Confirmed. Gabe is Lucifer, who was an assistant to the Brahe family in the Long Project. Tycho rewrote his memories and renamed him so he wouldn't betray him when he went rogue.
Anne-Claire is the actual Annarchy from Penny Arcade
Think about it; after the reset of the universe, Anne-Claire and Rake Guy are left. Missing her uncle and his companion, she creates a world where they do nothing but relax and have fun, inserting herself in as his rightful niece.