Guide Dang It!: The Special series of action figures, especially the Jon & Leno figure, which requires you to open every single chest in the game. There's also trying to obtain the correct Gondola Gizmo on the first try using only the clues given in-game. Though there's only two that match the requirements, and a degree of Trial-and-Error Gameplay is permitted.
The calendar puzzle on the first playthrough. The solution is on an item you got near the middle of the game and the puzzle is in the Very Definitely Final Dungeon. Before this, there is absolutely no purpose to the item so most players probably forget about it by this point.
Scrappy Mechanic: The platforming can be very annoying in the beginning due to occasionally sub-optimal camera positioning and Musashi's short jump range. Obtaining the double jump does much to alleviate this problem.
"Seinfeld" Is Unfunny: Hard to believe that this amount of voice acting in a video game was considered impressive; it was seen as such at the time because 1998 was the year when voice-acted dialog in console games started gaining prominence.