These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Crazy Awesome: Some of the cheat units are this, like George Crushington, the giant titan-bust thing that spits torches at buildings and attacks by headbutting units, complete with comic book noises and graphics, or the Monster Truck you can use to flatten entire armies and colonies in seconds.
Moral Event Horizon: In Shadow, Chayton was tracking down Crazy Horse in an attempt to negotiate peace between the Sioux and the settlers. Holme trails him and attempts to assassinate Crazy Horse, completely wrecking any chance for peace between the settlers and the Sioux, so he could take the gold from the Sioux.
Scrappy Mechanic: Most players avoid naval-oriented maps altogether due to Arbitrary Headcount Limits on each ship type and the incredible strain watching a naval battle puts on most low-to-middle-end computers. A later patch fixes the performance issues with naval units, but the mortar/monitor/rocket shell explosions will still put a strain on low-end PCs.
That One Level: "Strange Alliances" in the first game's campaign. You start out with a small force and go out to destroy a few minor enemy settlements, only to find a massive British force has come in and taken over your original base while you were away. You're forced to establish a new one from scratch and defeat an enemy who's already well build-up and sending constant raids. They advance in age quickly and will build a fort right near you if you let them, as well as spamming huge amounts of Longbowmen. And by the way, this is only the second mission of "Ice", and the rest is considerably easier!