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.
YMMV: Ciaphas Cain
Accidental Innuendo: In "For the Emperor" Cain concludes a pre-battle briefing with the line "The harder and faster you go in, the better." This causes Sulla (of all people) to whisper something inaudible to her neighbour (presumably something along the lines of "That's What She Said") and giggle, prompting Cain to glare at her.
Alternate Character Interpretation: Amberley can be seen as enjoying Cain for his abilities and occasional company, but some lines make her look like a Clingy Jealous Girl, notably when she mentions she'd have found out if Cain was really trying to seduce women he met.
The Cain novels are more or less the only Warhammer 40K media that convincingly continue to portray Necrons as horrific monstrosities to be feared. Cain has only pulled off one win out of three encounters with the Necrons (and only by blowing them up from orbit), as opposed to his constant success against just about everything else. They are also the one threat thus far that he has adamantly refused to stand and confront, reputation be damned.
The novels are also some of the few 40K works that manage to juggle presenting all of the main factions as badasses. The one exception is the Eldar, which haven't been featured except for Cain's mentions of his time as a prisoner of the Dark Eldar, which he still has a bit of PTSD over.
"Funny Aneurysm" Moment: If you read in continuity order; an Internal Homage in publication order. In Death or Glory, Jurgen is mostly uninjured by a blow to the head, and Cain says, "It would probably take a bolter shell to crack that thick skull of his." In For the Emperor, Jurgen's skull is fractured near-fatally by...a bolter shell that glances off his helmet.
Heroic Willpower: What Cain calls his 'survival instinct' looks uncommonly like this when it enables him to throw off Chaos influences or brings him to his feet chainsword humming when death seems inevitable.
Iron Woobie: Obviously, issues of self-esteem are the least of humanity's worries in the Warhammer 40K universe, but Cain still seemingly goes through his entire life, convinced that no one could or should care for him personally, unable to connect with people on any meaningful level, and terrified to trust anyone with himself, lest he be shot for cowardice and deceit. He never actually takes Amberly into his confidence, even after a century of romance. That's sad.