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.
The Woobie: Many of the characters have tragic backgrounds to accompany them
Jonouchi (episode 2) wanted to grow up as a hero and protector but an illness made it impossible to do so after elementary school. When the pillar of light allowed him to seemingly wipe people's regret, he took it upon himself to clean the world of the regret.
Misuzu (episode 3) tries to deal with the loss and murder of a friend by advocating her friend's outlook on life. She eventually gets found by Boogiepop Phantom who tells her that she is nothing like her friend and has actually been doing harm to the world by assisting the Manticore's phantom. The end result for her is not pretty.
Yoji (episode 4) is trying to deal with extreme pressure from a family which really doesn't care about what he wants. His father is pushing him towards academic education where he is interested in graphics. This causes him to immerse himself in games and dating sims...an addiction that gets worse over time.
Shizue (episode 6) lost her father at a young age and his memory never left her. Her mother eventually moves on and begins a relationship with another man but this causes her and Shizue to grow further apart since Shizue sees it as a betrayal of her father. They never reconcile their differences in this regard.
The entire Oikawa family (episode 7). The father worked as an architect scheduled to build Paisley Park during Japans' stronger economic years. The project failed after hardships arrived and he nearly crossed Despair Event Horizon. Mamoru is traumatized by neglect by his father during this process and begins focusing on removing the "useless" parts of society. His sister, Sayoko, still cares for Mamoru a great deal and tries to stay with him as much as she can. This results in her being on the receiving end of violent outbursts from Mamoru.
Saki (episode 9) has had a family which has pushed her to becoming a pianist after noting her talent. Her family makes many sacrifices and she focuses nearly exclusively on pursuing this dream. The pressure to make their (and her) dream come true is crushing and puts her in a suicidal state of mine where being taken away from the world by Boogiepop seems like a good option. She receives commenting from a college level instructor that she'll never be a professional and it absolutely crushes her.
Akane (episode 9) has made her lifelong dream to become a writer. The very first thing she's recommended? To pursue science. So she burns all her books and buries the idea of becoming a writer forever. Seeing her creations come to life nearly kills her.